I grew up listening to WABX, the “underground” radio station out of Detroit. So called underground stations, for those of you who are too young to remember, were local independent stations that had no format or station jingoes or the other trappings of commercial radio. The djs played whatever they wanted, which meant that you heard things that were pretty far off the beaten musical path. And sometimes, if you can imagine, albums were played in their entirety. And it meant that sometimes the djs would put a lot of thought into the sets, which often had thematic or musical traits in common.
All that is gone now, aside from the occasional college station that has resisted the lure of rap.
But if I was an underground dj I would play these two songs together:

Thankfully, radio like that still exists in some (rare) forms. My favorite: http://www.kxci.org/
That is a nice sequence. Fleet Foxes are pretty great harmony singers. There are definitely some internet radio DJs who are very much in the mode you describe. KEXP in Seattle is another: http://kexp.org/ The problem, of course, is that you have to be on the internet to hear them. I corresponded briefly with an English guy (re a mutual interest in the Anglo-French musician Louis Philippe) who had a weekly 2 or 3 hour show where he played a terrific assortment of stuff. Unfortunately it was a 9pm in England show, Thursday night if I remember correctly, which meant that it was in the afternoon for me, while I’m at work, and it was pretty impossible to listen, even though I’m at a computer.
I know what the underground radio stations were.