In Jonathan Tolins’s excellent new play, “The Forgotten Woman,” which is now having its world premiere at the Bay Street Theater in Sag Harbor through June 19, an opera singer named Margaret seems to have it all. She is a rising diva set to star at the Civic Opera House in Chicago for an important series of concerts. She is a mother, a wife, and enjoys a prosperous living. She has a dedicated husband, Rudolph, who supports her career and serves as her voice coach. And her agent, Eric, is intently vying to sign her to a long-term contract.