Southern gospel proves a durable framework for Shelby Lynne on “Thanks,” an EP on her Everso label. Produced with Ben Peeler, who plays lap steel and acoustic guitars, among other things, it’s a five-song collection of rusticated devotionals, ideally suited to Ms. Lynne’s honeyed but husky alto. (Her backup singer is Maxine Waters, a figure of broad experience in gospel and pop.) The title track, a pure expression of gratitude, could be addressed to a person or (more likely) a personal savior. “Walkin’ ” or “This Road I’m On” leave no such room for ambiguity. And “Call Me Up,” which might sound at first like a relationship song, turns out to be about the rapture, or something just as urgent and spirited.