Encountered: Mentioned in Chapter Nine, by Donia.

'Once she thought she belonged with Keenan. When she'd met him - before she knew what he was - he'd taken her to hear his friends' band. He'd even bought her a dress - a short little number with strands of beads hanging everywhere, swaying when she danced. And did they dance!
The band was unlike anything she'd ever heard before - three tall, thin men made love with the songs they wrenched from their horns, while a woman with a sexy torch voice crooned to the crowd, promising everything with her words and her body. There were others, a heavyset man with fingers that stroked the piano keys like he was caressing it. When they played, gods, it was like they funnelled pure emotions into the instruments. Nothing had ever felt as good as listening to them play - nothing expect moving across the floor in Keenan's arms. Nothing ever would.
Shaking off the longing, she closed her eyes, listening to the sax-man in front of her. His song was flat compared to the faery band in her memories, but blessedly mortal. There was no trickery in his song, no lie woven in the notes. It was flawed, and somehow lovelier for it.' (pg99 and pg100)

The faery band isn't mentioned again, or encountered, during Wicked Lovely.