Protagonists were current Earth residents (maybe rock band members??) who are transported to another universe. I believe written by duo authors. Not sure this is enough, but thanks if yes.
Spellsinger by Alan Dean Foster features a protagonist, Jonathan Thomas Meriweather or Jon-Tom, who is an amateur musician from Earth; he is transported to a fantasy world of anthropomorphic animals and is given a special guitar which can be used to change reality (cast spells) based on the songs (generally rock-n-roll) he sings using it. There is only one person though, not an entire band. He does get occasional accompaniment in later books.
You didn't give too many details, so I think multiple books might match. Ok, so was it the novel Arkady and Boris Strugatsky, The Doomed City (original title Град обреченный)?
The novel is set in a mysterious world where enigmatic Mentors run a sociological experiment. The mentors gathered volunteers from Earth from various places and times: from Germany of the 1940s, the USA of the 1960s, Sweden of the 1970s, etc. The volunteers do not know the goals or conditions of the experiment. In spite of different native languages the people can effortlessly communicate with each other. Most of the people live in the City that is skirted by a swamp on one side and a desert on the other. Apparently, the experiment runs out of control, the City is shaken by a social unrest and an egalitarian system of job rotations is replaced by a dictatorship.
The main character — Andrei Voronin — is an astronomer from Leningrad of the 1950s. He struggles to find his identity and his place in the strange city, at first being a vehement opponent of the dictatorship, and later becoming a leading adviser of the dictator. Naively idealistic at the beginning of the novel, he seems to have become crass in the second half.
However, eventually, he leads an expedition to explore the desert. The expedition proves difficult in the extreme. The members are exhausted, they turn back or perish. Eventually, only Andrei and Izia (Joseph Katzman) forge ahead. They encounter deserted cities and ruins of Earth cultures that show that the mysterious world is very old and the humans inhabited it for a long time.
As Andrei and Izia proceed, they ponder the strange world and the meaning of human existence. They run out of supplies, but they keep going on eager to learn what is beyond the "zero point". Andrei dies on the border shooting at his double. He then finds himself back in the Leningrad of the 1950s, where his Mentor tells him that he passed the First circle, but "there are many of them ahead".
I don't remember any rock band members though.