It must surely, sometimes, seem to everyone involved that the name should be Palestine Tragedy Club – but this theatre collective, founded by Alaa Shehada from Jenin in the north of the West Bank, and Sam Beale from the UK, is all about laughter. They are exploring the nature of comedy and standup as a response to being a Palestinian now. This documentary follows the group as they attempt to put together a national tour, with shows in Ramallah, Nablus, Haifa, Nazareth and Jerusalem. In so doing, they encounter the basic problem of struggling through roadblocks, and sheer dismay and horror at the wholesale destruction of the war between Israel and Hamas.

We also see how members of the company find themselves, in effect, in exile in Amsterdam and Berlin and experiencing the existential pain of loneliness and homesickness. Things are further complicated at one stage, by being in London – the seat of empire – for a particular show, making it clear that the British are the imperial villains of all this (it is Britain, not Israel, that is singled out for explicit criticism on stage). I would have liked to see more of the Palestine Comedy Club’s actual show, and more of the way the material is developed and performed, but we do get a very entertaining bit from Shehada as he says that over here, he gets solemn and supportive “mmmm”s instead of laughs – the audiences mulling over it, perhaps laughing later when they’ve had time to think.

“Mmmm”-ing may be the only readily available response here, but there is something refreshingly high-minded about Shehada’s insistence on the urgency of making art in times like these.

• Palestine Comedy Club is in UK and Irish cinemas from 27 February.