Kelly has led many groups including Paul Kelly and the Dots , Paul Kelly and the Coloured Girls and Paul Kelly and the Messengers . He became involved in the pub rock scene and drug culture , and recorded two albums with Paul Kelly and the Dots . Kelly moved to Sydney by 1985 where he formed Paul Kelly and the Coloured Girls , which was renamed Paul Kelly and the Messengers , initially for international releases only , to avoid possible racist interpretations .