A good search tool is https://lemmyverse.net/communities
Unfortunately I don't think you can search all platforms at once, but it supports Lemmy, Piefed, and Mbin. You click the Lemmy icon to change between them.
On my phone at least, the Piefed filter doesn't seem to work, but hopefully you can use this to have another go. I personally didn't see any NZ music communities, and I've never run across one on Lemmy either.
People tend to go where other people are, and it's hard to deny that where those people are is Facebook.
Does Spotify have social elements? That might be something to check. I (loosely) know a few people in bands creating original music, and they tend to post it on Spotify then link to it from Facebook.