Though he started his career as the comedy director, doing broad, R-rated comedies such as “Step-Brothers,” “Anchorman,” and “Talledega Nights,” Adam McKay has transformed into something of a dramedy auteur, with films such as “The Big Short” and “Vice.” But with his star-studded Netflix film, “Don’t Look Up,” it appears the filmmaker is skewing more towards his earlier work, while still delivering some serious themes.