The annual South by Southwest music festival often pairs unorthodox venues with incongruous showcases—which explains why The Day After is playing in the back of a cheesy, beach-themed bar called Wave on a Wednesday night in Austin, Texas.

The fake shark hanging from the ceiling makes for an odd bedfellow with the veteran Vegas trio’s alt-rock tunes, but a small-but-enthusiastic crowd doesn’t seem to mind. Whether clad in black, rocking a mohawk or sporting a preppy T-shirt/shorts combo, those in attendance nod their heads appreciatively to the band’s music. Vegas pals constitute about a third of the audience, but curious onlookers filter in and out during the set—a good sign at a festival with hundreds of sets to choose from every night.

Well past 1 a.m., I lock vocalist/guitarist Jenine Cali, bassist KC Wells and drummer Daniel Kloza into an upstairs bathroom for a quick interview.

The show marks The Day After’s second time performing at SXSW, and Cali says, “The biggest difference is [we] have a lot more support from Vegas.”

Wells says that confidence makes a big difference. “Last time we were in this big place as a small band, a no-name band,” he says. “[We’re] still a no-name band, but this time we know what to expect; it’s not as overwhelming as it was before. It’s still a huge honor to be here.”

The band’s new album, Black Heart Symphony, is set to be released on May 16. Produced by Frank Klepacki, a renowned Vegas-based video-game music composer, Symphony will be self-released, a significant change from 2006’s A Different Way to Get By, which was released on New York City’s Gotham Records.

Symphony will also differ dramatically in its lyrical style, according to Wells. “It comes from a little bit deeper place,” he says. “Between the three of us, we’ve lost a lot of friends and family in the past two, three years. That gets to you after a while, when you’re going to funeral after funeral after funeral. It was a really good way ... to have a catharsis and get that out and be creative about it.”

TDA is also getting creative with its Austin marketing campaign: flash drives containing MP3s, a bio, articles and photos. Still on their festival wish list is a booking agent or manager, although they’re pragmatic about the realities of South by Southwest.

“The defeatist attitude is you came here with nothing, and if you leave with nothing, you broke even,” Wells says.

“But we’re from Vegas,” Cali chimes in. “We know how that works.”