"It's round the country, most centres where we could find a cool smallish venue," McKenzie says. "They're not massive venues. It's not the arena tour. It's the small bar tour."
The Strange Caravan was born out of weekly jam sessions McKenzie was holding with his old mates, guitarist extraordinaire Firefly and Collins, who Conchords fans will recognise from the live show.
The idea was that they'd all bring songs they were individually working on to flesh out within a group dynamic. Word of these jams spread and soon enough the practice room filled with their songwriting pals, all keen to try out their new songs.
McKenzie says the sessions offered him a no-stress, completely fun musical environment.
"We had no agenda or plan. It was just a casual thing to try out our songs," he says.
"I'd been writing a lot of songs for films and the Conchords and I wanted to do some that were just for fun and that didn't have to be full of jokes or tell a story. I was missing playing with groups of musicians," he says.
He's quick to acknowledge Flight of the Conchords as a band, but, laughing, says, "it's a very small band."
"It was really fun trying songs out rather than playing by yourself or with a computer. Having other musicians in a room and you all bounce ideas. That was really exciting for me. You can show up with a song that's quite simple and then the group can lift it into a whole new place."
With such a powerhouse line-up of Wellington's finest, was there ever a risk of there being too many cooks in the kitchen?
"Well, each person gets a turn. We all get to do a few of our songs each," McKenzie says.
"What we do is when someone plays their song, the other people play the instruments to support their song. We change instruments the whole time. Like, I'll be playing bass or drums and everyone jumps around different instruments to support the person whose song it is. Like being more of a session player."
So, it's literally musical chairs?
"Yeah," he grins. "That's a good way of describing it."
That's the concept explained. But what sort of music have these guys been cooking up?
"I would say there's a bit of a 70s feel and a bit of a psychedelic feel," he replies. "It's hard to describe. Everyone has their own style. Justin Firefly, he's a guitar legend. He's phenomenal. So I'm confident there will be some blistering guitar solos and some lush, four-part vocal harmonies. That, I can rely on."
As for what else audiences can expect, McKenzie admits that right now, he really has no idea.
"We've never done a show," he says, laughing. "But there's nothing like a gig to make you get your shit together."
So while he's unsure the final form of the show he says he's excited to hit the road. Having recently completed a UK tour with the Conchords he says that he's "loving playing live".
"Life has become so screen heavy, whether its phones or TV, it feels really important now to play live," he says. "To get people in a room to experience something. I'm really into that at the moment. I feel its really rewarding. It's important you get this feeling of being together. It's great."
However, fans of McKenzie's other band will have to wait a little longer for their chance to see the country's fourth most popular folk duo play live. When asked if the Conchords have any local gigs lined up following the rapturous response to those UK shows, McKenzie replies, "Not yet, nah".
"Hopefully," he says, ever buoyant, "I'm really keen to tour. We just haven't got the timing to work out yet."
