Among his many other gifts, the drummer Makaya McCraven is a master connector, uniting players from different wings of the scene in community-oriented opuses of groove. His first-ever bandleading run at the Vanguard features a typically starry supporting cast: The trumpeter Marquis Hill, the guitarist Jeff Parker, the vibraphonist Joel Ross and the bassist Junius Paul — all longtime McCraven associates — appear for the bulk of the nights, with the saxophonist Immanuel Wilkins and the guitarist Emmanuel Michael stepping in on Sunday.