Oh dear!
I'm afraid I thought Jane Horrocks was terribly miscast. She came across as prim and pixie-like, rather than solid and down-to-earth. Horrocks is considered a good vocal impersonator (viz "Little Voice") but her singing, though decorated with the appropriate mannerisms, is terribly underpowered (especially in the higher register - where Fields was glass-shatteringly strong) and so doesn't resemble Fields where it actually counts.
I couldn't help but think that Maxine Peake would have been a better bet, casting-wise - capable of conveying a more solid toughness - though someone else may have had to dub the singing (?)
Call me Ishmael...