Even Guy has said this song has nothing to go with Ben Knopfler's band, "the rocket dolls", that heavy guitar at the beginning, that badass band reference, that they are a band of the south (Ben band is based in the south of the UK, Brighton) still suggest to me that Mk is kind of joking with his son's band.
Yes, I know the lyrics says it's a band if the US and from Oklahoma, but that's the fictional part