I never saw they who shall not be named, but sometime in the 90s I did see the other Aussie band mentioned in this thread, and that was one of the best live shows I ever saw. Midnight Oil live was quite powerful. And that's another band that evolved quite a bit over time, they kept trying different things on their albums. It's a bit of a journey from "Powderworks" to "Earth and Sun and Moon".
Plus, late bassist Bones Hillman was great, really solid and a phenomenal backup singer, and this particular live recording is possibly the most overly-loud Thunderbird II recording ever, I have no idea what the mix engineer was thinking, but it's great: