In our interview with Martin Gordon, he revealed "(Oh No, What Shall We Do?) Daddy Lost His Head in a Coup" is "a tune about email scams," more specifically, a Nigerian banking fraud that circulated in 2003 claiming to offer the addressee $19.5 million in exchange for their financial details. On his his official website, Gordon shares the hilarious correspondence between himself and the so-called "highly placed officials of the Civilian Government of Nigeria Federal Ministry of Aviation" that provided the basic material for this song. As for the rather ungainly title, Gordon added: "I do like using punctuation in song titles, although it makes registering them with collection agencies a right bugger, especially if you are a bit pissed."
The Joy of More Hogwash was the second album to be released from Gordon's Mammal Trilogy. The Trilogy, which consists of three tranches of two parts each, marked Gordon's debut solo material, having previously played bass for the likes of Sparks, Jet and Radio Stars. The sixth and final part of the Trilogy, Include Me Out, was released in 2013.