Les Claypool and Sean Lennon like to swap strange stories.

That’s basically how The Claypool Lennon Delirium came to be, Lennon told GO! Magazine recently while waiting for a flight out of Newark, New Jersey. The group, which for live shows also features drummer Paulo Baldi and keyboardist João Nogueira, will make its Bend debut at the Midtown Ballroom on Saturday.

“A lot of our songs came from us just exploring newspapers and wormholes of the internet and finding strange things,” Lennon said. “That’s how the whole ‘Monolith of Phobos’ (album) title came for the first record — I showed Les this C-Span footage of Buzz Aldrin saying there was a monolith on the moon of Mars — on Phobos, the moon of Mars. So that became a tradition; we tend to send each other weird articles or weird stories that could be kernels of song ideas.”

That tradition continues on “South of Reality,” the duo’s second studio album released in February. Lead single “Blood and Rockets,” a 6-minute-plus epic that tells the story of rocket engineer and occultist Jack Parsons, is a prime example, with Lennon taking inspiration from Parsons biography, “Sex and Rockets.”

“I’d always wanted to make it into a musical or a rock opera,” Lennon said. “But then, I don’t know, the whole story kind of condensed fairly well into that song.”

The attraction to weirdness makes sense: bassist Claypool explores plenty of unusual ideas musically and lyrically with his main band, Primus, while Lennon, the son of John Lennon and Yoko Ono, has followed his own musical path through two solo albums and various projects such as Cibo Matto and Ghost of a Saber Tooth Tiger (with girlfriend Charlotte Kemp Muhl).

The latter duo, which is on a break while Muhl focuses on her group Uni, led Claypool and Lennon to start making music together. Primus toured with Ghost of a Saber Tooth Tiger and Dinosaur Jr. in 2015, and a backstage jam led Claypool and Lennon to stay in touch and eventually collaborate on 2016’s “Monolith of Phobos,” according to an interview with Rolling Stone around that time.

“South of Reality” continues the prog-rock explorations of “Monolith,” combining Claypool’s rubbery bass lines with Lennon’s (not so surprisingly) Beatlesque harmonies. Themes from “Monolith” also carry over, such as on “Cricket Chronicles Revisited,” a sequel to the two-part “Cricket and the Genie.”

“I think that’s why we get the prog moniker, is because our albums are sort of — we try to make them epic in a fun way,” Lennon said. “Obviously we don’t take it too seriously, but we’re definitely having fun with the titles and trying to make it all intertwined in a way that ties the whole thing together in terms of narrative.”

The writing and recording process also remained similar, with Lennon and Claypool bringing in ideas separately as well as collaborating. While Baldi contributed in the studio, Lennon tackled most of the drumming along with guitars and vocals, as he did on “Monolith.”

“The first record we were just meeting each other, and we didn’t have any idea what was gonna happen,” Lennon said. “It was exciting and fun, but it was also — it just felt like an introduction. Whereas by the second record, I think it’s a better record because we had become comfortable with each other, and we sort of knew where our strengths were and how to complement each other in our work flow. So, I feel like we’re developing our vocabulary as a band.”

The Delirium formed at a time when Claypool and Lennon had openings in their schedules. In the interim between albums, Claypool reconvened with Primus to record their ninth studio album, “The Desaturating Seven,” the tour for which stopped at Les Schwab Amphitheater last summer.

Lennon was leaving his and Kemp’s studio in upstate New York when he spoke with GO! Magazine. He said he is about a year into recording his third solo album and first since 2006’s “Friendly Fire,” which saw him reemerge as a performer after spending nearly a decade producing other musicians.

“It’s something that I have a love-hate relationship with, being a solo artist,” Lennon said. “I think I prefer being in bands, but then I have all these songs that don’t make sense in the context of a band because they’re too personal. They’re kind of first-person narratives. They just feel like they represent the thoughts of one person as opposed to a group project.”

His hesitance to take the spotlight is understandable given his famous parents (and the inevitable questions about his famous parents posed by music reporters and fans alike).

“I feel like I get the most amount of nonsense proportionally for any project when it’s just me,” he said. “I think people tend to focus more on irrelevant things, let’s say. Whereas when I’m in a band, it sort of diffuses the nonsense.”

With The Claypool Lennon Delirium’s live lineup gelling on the road, Lennon said he doesn’t see his collaboration with Claypool ending anytime soon.

“Les and I really enjoy making art together,” he said. “We even have other projects probably we’d work on maybe that aren’t even music. I think our friendship is pretty tight at this point and we want to do other things, including a third album.”