Based in Savannah, Ga., Velvet Caravan brings together musicians from as close as Austin, Texas, and as far away as Venezuela and Slovenia. The quintet’s varied lineage contributes to its eclectic sound, as the group weaves thick threads of Latin and gypsy music into acoustic swing jazz. The term “gypsy jazz” has stuck, and it seems a fitting way to describe the freewheeling virtuosity that has enlivened so many clubs and events since the group’s founding in 2011.