Yes, Bloody Dead and Sexy is definitely a goth band because most of their albums belong to the Deathrock genre, which is a core subgenre of goth music. Albums like Paint It Red, Narcotic Room, and Paint It Red (Reissue) are examples of their goth sound.
Bloody Dead and Sexy is located in Germany, active in 1996 — present. You can find more information about Bloody Dead and Sexy on their GothDB band page.
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