Welcome to Dun Vegas marked another stark, stylistic shift in the band's sound, featuring a wide range of influences, such as African music as well as experimental effects including backwards drumming and a track based around a kitchen cooker timer.

"[7] Luxury Web Magazine said the album displays "a sound that is rock, Celtic and jazz" and commented that "energy is the key to this release, and you feel it throughout all the tracks and through all the instruments.

"[5] Unlike previous albums, Croftwork introduces a prominent small brass section to the band, that of The Wayward Boys, a duo from Kilmarie consisting of Rick Taylor and Nigel Hitchcock, who play trombone and saxophone.

"[8] Reviewer David Kidman also acknowledged the band "added the sound of brass to the mix with a mini-horn-section (trombone and sax) spicing up the already pretty full group sound, and to bristlingly good effect", highlighting title track as being a good example, "which is boldly heralded in by what might be a radio news call-sign and then pursues its quarry in the style of a contemporary Scottish-set crime-action-movie soundtrack complete with exotic touches of instrumentation and cinematically lush textures.

[9] The album's opening track, "Scots on the Rocks", was described by one reviewer as being "like a Battlefield Band lift, until the cavalry arrives in the shape of huge granite rhythms and honking brass riding a funk groove.

"[9] The fourth track, "The Anthropologist", was described as "probably the funkiest slice of strutting the Faeries have ever committed to CD, with a brazen jazzy swagger that propels it along the streetwise beat like nobody's business"[4] and as having a punchy funky Latin feel.

"[6] "Trans Island Express", whose name is a nod to either Kraftwerk's seminal 1977 album Trans Europe Express, its title track or the former railway service of the same name, features elements of "world music static filtering through the transmission distortion, soon zooming right on down to earth and trundling along its track rather stylishly.

"The Drone Age" has been described as "updating the Third Ear Band with a similarly hypnotic modern-day trance beat, taking it further into filmic terrain with added vocal nuances" by one reviewer,[4] whilst another described it as "just strange".

Alex Monaghan of The Living Tradition said that "the whole Croftwork thing is an enjoyable diversion from musical convention, full of surprises but still loosely tied to its pipe and fiddle heritage.

"[9] J. C. Hartley of Soundcheck Music Review compared it to Faerie Stories, saying: "Faerie Stories is more traditional, that is a track starts as a wee jig or a reel or a pibroch then takes off into new glens; Croftwork takes that expectation but funks it up big time almost right away; think slap bass and bagpipes.

"[4] He also noted "the joy here is that the Faeries still retain an element of surprise and innovation in their treatments of the traditional-sounding dance tunes created by band members".