During Gov’t Mule’s show at Westville Music Bowl in New Haven, CT last night (May 2), the band were joined onstage by Heart’s Ann Wilson for some covers of Led Zeppelin’s “Immigrant Song,” Memphis Slim’s “Mother Earth,” Willie Dixon’s “You Shook Me,” Led Zeppelin’s “Black Dog” and “No Quarter,” Tom Petty And The Heartbreakers’ “Luna,”…