Along with Dave Douglas' Tiny Bell Trio, Pachora, and Brad Shepik & the Commuters (all including Shepik), during the '90s Paradox Trio were in the forefront of New York groups melding an edgy downtown sensibility with Eastern European and Middle Eastern influences. The group became known for its rousing shows at the Bell Café in New York's Soho (Tiny Bell Trio derived its name from the same venue) and the Knitting Factory, the well-known downtown club whose label released the ensemble's eponymous first CD in 1995. The Knitting Factory label also issued the Flying at a Slant CD in 1997 and Source, an album that investigates early-20th century music of the Ottoman Empire, in 1999. The band's Knitting Factory discs have unfortunately gone out of print, but Paradox were still going strong as of the mid-2000s, with club and festival appearances and the release of 2005's Gambit on the Enja label. Paradox have also performed live in accompaniment to classic silent films; an excerpt from the band's performance of Darriau's score to the Salvador Dali/Luis Buñuel surrealist landmark Un Chien Andalou can be heard on the What Is Jazz? 1996 CD, which features live tracks from various artists who performed at the Knitting Factory's creative jazz fest that year.

During the 2000s, after the heyday of the downtown scene had passed, New York's "Gypsy punk" bands began receiving considerable attention from Brooklyn live music scenesters and music critics -- Paradox Trio could easily be seen as forefathers of the Gypsy punkers, albeit with a stronger jazz sensibility. In fact, in terms of direct connections, accordionist Yuri Lemeshev of Gogol Bordello has been in the Paradox orbit, performing live with the band on various occasions (and also touring in a duo with Darriau), and Slavic Soul Party!, another band of the 2000s often included under the "Gypsy punk" rubric, included Darriau in a touring lineup.

While often considered primarily a creative outlet for Darriau, Paradox Trio have served as an important working group for all four of its members, with Shepik second to Darriau in contributing arrangements for the band. As Shepik continued to increase his involvement -- both as leader and sideman -- in other groups during the new millennium, guitarist Dave Fiuczynski (Screaming Headless Torsos, Hasidic New Wave) would sometimes replace him as Paradox Trio's guitarist in live appearances.