In 2000 Matthews moved to Amsterdam, where he became involved in independent music projects and collaborations, including the Sandy Denny tribute band No Grey Faith (an anagram of "Fotheringay," which was the name of the castle in which Mary, Queen of Scots was imprisoned, as well as the title of a song about the castle that Denny had recorded for Fairport Convention, and the name of a short-lived band Denny had led in the 1970s), and another revival of Plainsong. Moving to Horst in the south of the Netherlands, in 2008 he produced "Joy Mining" with the Dutch jazz ensemble, Searing Quartet. In September 2010, he released the first Matthews Southern Comfort album in 40 years and returned to a major record label.