If you guys haven't checked this out yet then do yourself a favor and give a listen to Danger Mouse and Sparklehorse's album Dark Night Of The Soul. It's frequently very dark musically and reminded me instantly of some of the feel of the new Dax sound. Not so much with the vocalists since almost every track is sang by someone different, like Frank Black and Iggy Pop to name a couple.
For an extra level of special creepiness it's got David Lynch singing on it. He also did all the artwork for the massive tome of a book that comes with it. I can't recommend this enough. Even if you don't listen to the whole thing at least go YouTube the title song.