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WEBMISTRESS speculates:
This song has a different feel from most of Stevie's songs, it's almost spooky (don't you love my technical music terms). This was written after Stevie got back from her stint at Betty Ford, and I think the mood and lyrics reflect that. I think she's talking about herself and celebrities in general when she speaks of depending on illusions, gold and glitter, deceiving themselves that they can live and party as hard as they like and never have to pay any consequences. However, eventually, even rock stars get tired and "reach the end of the line."
I think here Stevie is using Joan of Arc as a name for herself, a kind of alter ego, a device she likes to use a lot (in Cecelia for instance). So she has to go shut herself up in a clinic; nobody can make her better but herself. Again, Stevie uses Joan of Arc as a representation of herself because she feels like she's a "martyr." I assume she means this ironically - she's a "martyr" in a limousine who was killing herself in order to continue her destructive lifestyle and she doesn't even understand why. Now all that is "gone with the wind" (she also uses a Gone With the Wind reference in Welcome to the Room...Sara which was written about the same time and about this same subject).
As for the "little toy soldier", I'm unsure what that represents... perhaps she is referring to her drug paraphenalia that she used as toys? With the reference to the breakup, I'd like to say that she's talking about Lindsey, but we all know he didn't leave her...at least not originally. So, my take on it is that she is indeed referring to Lindsey, but not about their romantic breakup. Instead she's talking about their musical "breakup." They really had almost no contact after Mirage. During Tango in the Night Stevie was hardly around, still dealing with her demons. Lindsey and the rest of the band grew very frustrated with this; Lindsey also at that point was grumbling about leaving the band. He wasn't even sure he had wanted to do Tango in the Night, and of course after that he blew town. So, he did leave her. And I think she sensed that and that's what she's referring to here.
(Actually, "Joan of Arc" was written well before Betty Ford; there are demos of it from Early 1986. In August 1986, before Red Rocks, Stevie announced that the new FM album was completed and would be out "soon". At that time, Stevie had recorded "Seven Wonders", "Juliet", "When I See You Again", "Joan of Arc" and "What Has Rock and Roll Ever Done For You?" for the album. The only song recorded after Betty Ford was "Welcome To The Room...Sara". Just pointing this out for history).
I think this song is about Joe Walsh. People seem to dismiss his presence in Stevie's life, but go re-listen to that BBC interview from 1991, where Stevie says, of ALL her men, Joe was the one she could have spent the rest of her life with. And they did NOT have a good break-up. And, again, Stevie was the one dumped this time. I think Stevie was so heartbroken from 1984-86 after their break-up, and so many songs reflect this.