Lots of unnecessary detail here, perhaps, but it’s hard to draw a line.
1. As Dylan frequently does on the Sinatra albums, he (a) plays in weird keys, and (b) modulates to even weirder keys during the song. The intro is in Dm, the song itself in Cm, and the outro in Fm. Live with it.
2. The second chord (Ab6/9 in the song, Bb6/9 in the intro) is one of those chords that contain just about everything, so it can be played in many different ways. In addition to those I’ve already indicated, it could also be played as a Dm7-5 type of chord – or simply as a plain Ab.
3. The chords in the line “O what lonely soul I am” could be replaced by a simple C or a Cmaj7. There is a nice downward motion at this point, but it’s not strictly necessary, of course.
4. The same kind of descent is found in the bridge – again not necessary to play.
