A pain when your film or series is suddenly cancelled; a nuisance when the call-back about that audition never comes, and a drag when the project you've worked on is slated.

Rather than fear these roadblocks though, Don Cheadle relied on his experience of such unpredictability to power through his directorial debut Miles Ahead, a snapshot of the life of late jazz musician Miles Davis (Cheadle also stars as the trumpeter).

A passion project, the film required much more perseverance than say his prominent role as Lt. James 'Rhodey' Rhodes, aka War Machine, in Marvel powerhouse Captain America: Civil War, which is released shortly after Miles Ahead.

"I've done a lot of independent films and they're very much this way, where you have to act as though you don't know what the future holds," explains Cheadle, who also co-wrote and co-produced the film.

"You know you have something you think has value, and you want to hold in there with it."

Even on Hotel Rwanda - which saw the 51-year-old nominated for Oscar for his performance as a hotel manager who sheltered more than a thousand refugees during the 1994 Rwandan genocide - uncertainty shadowed the production.

"The first day on set, I got a call from my agent who said, 'Hey, is everything going good?' I said, 'Everything's great, we're at lunch, the first day was great', and he said, 'OK good. There's no money in the account... There's no money to make the movie, so I can send you a ticket, I can fly you home...'," Cheadle recalls.

"These are stories that happen all the time; it's not dissimilar to what's happened to me before and you [have to be] really determined to stick with it and pray for the best."

Of course, funds to complete Hotel Rwanda were eventually secured, but after taking a decade to get off the ground, Miles Ahead required a lot of faith.

Set in the late-Seventies, the film shows Davis alone and addled with drug addiction and chronic pain from a deteriorating hip, after bowing out from public view at the height of his fame five years previously.

When wily (and fictional) Rolling Stone reporter Dave Braden, played by Ewan McGregor, forces his way into Davis' house, the two unwittingly embark on an adventure to recover a stolen tape of the musician's latest compositions.

Forming the idea for the film as the global recession hit, Cheadle took to crowd-funding platform IndieGoGo to make up for a shortfall in funds.

Then there was the shortfall in time, with just three weeks available with the core cast, including Emayatzy Corinealdi, who plays Davis' ex-wife and muse Frances Taylor, meaning no time for fluffed lines.

"It was all-consuming, very nervous-making. It was the kind of situation where, had I anticipated what was coming, I may have just said, 'Do you know what? Just forget the whole thing!'" Cheadle admits with a chuckle.

"This was a high-wire act... But a lot of the time, the pressure makes diamonds," he adds.

Born in Missouri, Cheadle started acting in the Eighties, after graduating from the California Institute Of The Arts.

He soon started landing roles in US TV shows, before reaching wider audiences in Boogie Nights, Crash and Marvel giants Iron Man, Avengers and Captain America.

Miles Ahead, though, has been a long-held ambition for the actor, who learned the trumpet ("I'm a good ninth-grade player!") for the role .

"He was someone who was always searching for something and never settling, and that's something, as an artist, that's really inspiring," says the father-of-two.

"To think that, 'Wow, I can keep reinventing and I can keep figuring this thing out and I'm never done', was a good lesson for me. Ways to constantly push it, and try and put myself in uncomfortable, unknown situations."

Is this familiar ground for Cheadle?

"As a journeyman actor, you're always uncomfortable," he insists, laughing. "It's the rare person in our profession that gets to sit back and know they've made it. There are very few of those."

He doesn't count himself in that number, and recoils when the idea of a biopic of his life is raised.

"Oh no, no film of my life. I don't want to see that! I don't think anyone would. It would look like, 'Oh, he's at the store buying butter' - my life is not that exciting."

Though with the next instalment of action-adventure Captain America coming up, and his leading role in US comedy series House Of Lies, his work diary begs to differ.

While 'risk' is too strong a word for his investment in Miles Ahead, he says nothing in his career compares to making it.

"This may be the highest bar that I've set, with all of these different things I took on. But still, at the end of the day, nobody got hurt.

"If it doesn't 'work', maybe your ego gets dented a little bit, because it's out there in front of everybody for them to judge, and maybe you don't get to play again with the same people.

"But at the end of the day, we're still out here, still telling stories," says Cheadle. "It's hard to complain about the dangers."

:: Miles Ahead is released in cinemas on Friday, April 22

:: Captain America is released on Friday, April 29