The first thing you probably need to know about “The United States vs. Billie Holiday”—other than it’s a film by filmmaker Lee Daniels, his first feature since 2013’s “Lee Daniels’ The Butler”—is that it was originally a Paramount Pictures film scheduled for this February and hoping to be the studio’s one and only Oscar player this season. That plan got scrapped, and Paramount, like so many studios, decided to sell the film off to Hulu, for an upcoming February release.