Two of his three daughters still live here (the eldest lives in Switzerland), and over the years he has collaborated with local acts such as Maori singer Hinewehi Mohi and Shihad (he produced the band's 1993 debut Churn). He loves the place, and calls it home.
"Home is a place where, when the plane flies in the tears well up, or when I hear a Maori voice, the tears well up, and that's how I know where home is."
The 52-year-old, British-born Coleman has had a colourful, and often intense, musical life. He makes powerful and primal sounding music as Killing Joke and is a classical composer who has worked with everyone from the NZSO to the Prague Symphony Orchestra in the Czech Republic.
"It was the NZSO, and especially the Auckland Philharmonia, they were the beginning of my classical career. They gave me my first break. I still work with the Prague Symphony Orchestra and the chamber orchestra when I'm not doing Killing Joke. But it's New Zealand I owe everything to. My only home I know is Cythera," he says.
And these days, Cythera - which is also a Greek island and referenced in the painting Embarkation for Cythera by Antoine Watteau, a favourite art work of Coleman's - has an even deeper meaning for the singer. In Cythera is the name of a poignant track off Killing Joke's latest album, MMXII (the band's 15th). As well as paying homage to his island home, the song, and specifically the lines "I'm grateful, for all the times we've shared. Through struggles, and madness, you're there", is also about his break-up with his partner of 16 years, Brenda.
"I just couldn't go on. I'm grieving this ... stop me, don't let me go on," he says, welling up slightly before he moves on quickly.
That's Coleman for you. He's prone to going off on wild and extreme tangents. One minute he's talking about how he's going to work with Shihad again on their next album ("I want to get rid of all melodic choruses, I want to put loads of feedback in, and I want it to be faster," he laughs), then he's on to his plan to regenerate the classical recording industry (it's a good idea but far too involved to go into here), before moving to something that has been on his mind a lot of late: the end of the world.
Despite the beautifully heavy sonic nihilism of Killing Joke's music, Coleman is not predicting doomsday in 2012.
"I don't believe in it," he scoffs. "I can't see the point contemplating extreme life extinction - it's good for nothing."
However, it is one of the main themes of MMXII along with Coleman's strident musings about the world being in a state of flux and our journey into the unknown.
There's the unbridled industrial metal rage of Glitch, the lope and pummel of Pole Shift, and the death of former KJ band mate Paul Raven inspired On All Hallow's Eve, the final and most beautiful track on the album with the line "light up the graveyards to show how much we care".
"On the Mexican day of the dead they all go and get drunk on the graves, and everybody has picnics on the graves and everything, and it's something we try to practice in our band for Raven and it's something I try to practice in my life."
MMXII is the latest in a run of four albums that have been consistently good. It started in 2003 when Killing Joke returned after more than a decade of little output, and - with guest drummer Dave Grohl in tow - they came up with a ruthless, fiery self-titled album to rival their classic debut (also self-titled) from 1980.
"When I look at Killing Joke's career it is so inverted because you're meant to do your best work in the first three albums. Which in a funny way we did. But they are getting better," says Coleman sounding chuffed. "I put it down to the fact we haven't had commercial success in a way that it's changed our life."
Meanwhile, Coleman has a couple of plans for future events in New Zealand, including rock festival A Party At the End of the Earth early next year and a road trip called "The Big Thrash Master Class" in May and June 2013.
The details of both are sketchy but Coleman hopes the festival will have a dub and reggae stage and an "aggressive hardcore music stage ranging from metal to punk" and be like a Maori-flavoured Burning Man style festival.
As for the thrash master class: "I'm going to go through every city in New Zealand, if I'm still alive, and if I'm not one of my colleagues will take over, and every loud, rebellious band who don't sound like the Beatles can come along and we will do master classes and record them."
And according to Coleman it's all in the name of regenerating the music industry and inspiring people to start a band - not for the money but for the lifestyle.
"Because Killing Joke is not commercial music. And I never saw it going beyond the club level, ever. But it's a great lifestyle."
Lowdown
Who: Jaz Coleman of Killing Joke
What: MMXII, out now
Essential listening: Killing Joke (1980); What's THIS For ...! (1981); Night Time (1985); Killing Joke (2003); Hosannas From the Basements of Hell (2006); Absolute Dissent (2010)
-TimeOut
