Bob Dylan brought his Gospel Tour to the Palace Theatre — his intense born-again Christian phase that bewildered and divided fans. The setlist was entirely gospel material: “Gotta Serve Somebody,” “I Believe in You,” and “Precious Angel,” from Slow Train Coming and the upcoming Saved. Dylan played two nights at the Palace with a band that included the Gospel All-Stars. No “Blowin’ in the Wind,” no “Like a Rolling Stone” — just fire, brimstone, and conviction.