Publicity-shy Bruce Hales, known to his followers as the Elect Vessel, is using a private plane to jet around the country to hold meetings.
The Sunday Star-Times snapped Hales' entourage as it arrived in Napier last weekend.
Sydney-based Hales is reported to have visited Whangarei, Lower Hutt and Dunedin.
Meanwhile, Key said the party would have "no links" with the Exclusive Brethren, but said it would be "quite wrong" for MPs to inquire into the religious backgrounds of constituents.
His comment on the sect comes after a furious Bill English attacked the Star- Times for reporting his meeting with three Exclusive Brethren men last week.
Links with the Brethren have been a continuing embarrassment for the party since they were revealed to be behind a $1 million anti- Labour and Greens campaign before the last election.
English said he did not know his constituent visitors were Exclusive Brethren until informed by the Star-Times' reporter, and told parliament last week they had come to see him about "a completely normal constituency matter".
He was outside his Clutha/ Southland electorate at the time, holding a constituency clinic at Invercargill MP Eric Roy's office.
English, who did not return a call from the Star-Times yesterday, told the House: "I explained to the Sunday Star- Times that I do not screen constituents on the basis of their religious affiliation - in this case, I had no idea what their religious affiliation was - and what is more, I do not intend to."
Labour Party president Mike Williams said the party did not filter by religious affiliation, but if a Brethren member visited it was up to the individual MP to deal with the situation.
However, Williams said the Brethren would never visit a Labour MP "because they hate us".
National's former leader, Don Brash, was humiliated for his links with the Exclusive Brethren after admitting he knew about the anti- government campaign.
The Brethren were later revealed to have hired private investigators to dig up dirt on senior Labour politicians, including Prime Minister Helen Clark and Deputy Prime Minister Michael Cullen.
Key, who became National's leader in November, told the Star-Times the party intended "having no links at a party level with the Exclusive Brethren. I made that clear upon becoming leader".
He said any "formalised arrangements" such as electioneering, campaigning or fundraising would be banned.
"It is always possible that someone will assist us without our knowledge of their religious backgrounds, but there's a clear direction from the party that we don't have any links," he said.