Morrissey owns/owned the 'Attack' label. It was resurrected and given to him as part of his contract with Sanctuary in 2003. He subsequently signed his friend's Kristeen Young, Damien Dempsey, and Nancy Sinatra to it. That is why even after Sanctuary went bankrupt and it's contracts were absorbed by Universal Music Group, he was still able to release on the 'Attack' label via Lost Highway for 'Years of Refusal' in the United States.
Morrissey is not signed with Lost Highway.