Bromance is an overused term. But how else to describe the relationship between John Maclean, one-time Beta Band noisemaker, and Michael Fassbender, smouldering master of screen magnetism? After they collaborated on two micro-budget short films, Fassbender promptly signed up for Maclean's first feature before a plot, script or title even existed. Is the dashing, in-demand part-time supervillain perhaps some sort of Beta Band superfan?

"I think Michael is more into Metallica," says Maclean. "I don't think he even knew much about the Beta Band when we first met. He loves music, though, he plays guitar. Talking to him about what we were going to do in the film was almost like being in a band and riffing, coming up with crazy ideas."

Slow West is the third of those "crazy ideas" the pair have worked on; not quite up there with Scorsese/De Niro yet, but a good start. Fassbender was initially impressed by the Beta Band's videos, defiantly lo-fi efforts which Maclean often had a hand in. At times, the promos recall Michel Gondry, as with Squares, a scrappy remake of lunar conspiracy thriller Capricorn One. A self-taught film-maker, Maclean would use Sodastream canisters to create geysers of blood and run footage backwards to create unsettling effects. Fassbender and Maclean's first short film together, Man On A Motorcyle, continued that DIY style, shot and edited on Maclean's mobile phone while Fassbender was also making Inglourious Basterds.

"Michael was only available for one day so that's why in most of the film the main character wears a helmet," says Maclean. Their follow-up, Pitch Black Heist, won a Bafta. "I knew we couldn't just keep making short films," said Maclean of the relationship. "It was almost unspoken that it was going to lead to a feature." The result is the eccentric western Slow West, Maclean's Sundance-winning feature debut as a writer and director, and a project that looks set to rubber-stamp his decade-long self-taught migration from musician to film-maker.

Maclean has been London-based for years, but we meet in Edinburgh, where he's introducing a preview screening of the film. The audience includes friends and family from nearby Fife, where he grew up. It's a kind of homecoming: Maclean studied at Edinburgh College of Art and it's the city where the Beta Band played their final gig in 2004. "It actually felt like quite a nice ending, it felt right," he says of that period. "We'd had a very creative time. The record company gave us a lot of money to do some pretty wild things artistically. But I was keen to move on."

Just down the road from where we meet is the Cameo, one of Tarantino's favourite cinemas, and where Maclean once worked as a "very slim, sort-of anti-bouncer" at late-night screenings. "We put on these late-night double bills at the weekend, and for me it was a film education," he says. "Everything from Cheech & Chong movies to Reservoir Dogs. It was where I first saw Sergio Leone's Once Upon A Time In The West, the first time I'd seen any spaghetti western, and it had a profound effect on me." In an appropriate piece of circuity, Slow West will screen at his old workplace later this month. "I was hoping it would be at the Cameo," he grins, "because I have such romantic notions of that place."

Romance is at the heart of Slow West, a film more exciting than its title. A late 19th-century trail western, it follows Jay (Kodi Smit-McPhee), a pale young Scot determined to reunite with his beloved after a terrible incident forced her to flee his father's Highland estate. Unprepared for the hardships of frontier life, Jay falls in with Silas (Fassbender), a cheroot-chewing desperado with an eye on the 16-year-old's well-stuffed bankroll. They strike out west to Colorado, encountering oddballs and ne'er-do-wells along the way, including ubiquitous Aussie bad dude Ben Mendelsohn as a malevolent bounty hunter. Jay's sweet Rose (Caren Pistorius), as it turns out, has a juicy price on her head.

Elegantly shot and often very funny, Slow West exists in a movie prairie somewhere between the Coen brothers' ice-cold No Country For Old Men and their mud-spattered remake of True Grit. Maclean acknowledges the influence. "I've got so much admiration for the Coens, how they handle tone, their ability to combine humour and violence." With New Zealand standing in for the old west, it looks rugged and beautiful but still a little... off. "That was really just a side effect," he says. “"People watch it and aren't immediately familiar with the landscape which I hope adds to the dreamlike, fairytale quality of it."

Slow West has been called psychedelic, and not just because Mendelsohn's bad dude has a fondness for absinthe. The violence of frontier life contrasts with unexpected asides, including a campfire singalong that feels like a continuation, or even prequel, to the Beta Band's rangy shuffling. Maclean cites other, less obvious, musical influences, too. "When it came to the sound design, I was really inspired by the second album by Cypress Hill," he says. "They knew how to strip things down to just a few sparse sounds. Nowadays sound designers have a hundred tracks to play with so they fill them all up. I wanted to keep it stripped back like Black Sunday."

Slow West starts with the words "once upon a time", which you could read as a nod to classic Disney just as much as to Leone. If Fassbender is convincing as an emotionally shuttered loner, the casting of Smit-McPhee – the young Australian actor who previously went on another gruelling journey with a scraggly father figure in The Road – adds an emotional openness.

"Kodi, physically, was just how I imagined Jay," says Maclean, "and he just has this amazing screen presence that is slightly otherworldly." His Scottish accent isn't bad, either. "That was really Kodi's ability as an actor and having a great voice coach. That was one of my main worries because if anything can take you out of a film, it's a bad Scottish accent."

Winning the international grand jury prize at Sundance has been a major profile-raiser, for the film and Maclean himself. He was recently courted by HBO, an institution that might be on the lookout for another talented Scot with Armando Iannucci preparing to move on from Veep. Perhaps film was always part of the universe's plan for Maclean: say his full name aloud and you're reminded of another movie maverick, a New York cop who made his own pilgrimage to the west, albeit to liberate Nakatomi Plaza from Hans Gruber.

For his next project, Maclean wants to make something contemporary, exploring his love of classic noir and heist movies. But what about being a Hollywood gun-for-hire? Surely some executive must be cooking up a sixth Die Hard somewhere. Could John Maclean be tempted to grab the reins and resuscitate John McClane? He considers it, briefly. "Direct it? I think I'd prefer to play McClane. Or maybe I could be his brother, a guy who's slightly less capable of bringing down terrorists."