Salt Lake City is not as dry as Phoenix I think, but we are on the dry (and high) end of the scale. I have been successfully making reeds (and pipes) here for a number of years so I might have a few helpful suggestions as far as reed making for drier climates. I remember when I started with the pipes there was a lot of nonsense circulating on the forums that it was impossible to play the pipes in such an environment and one should give up or move to a more amicable climate. Since I just acquired a half-set around this time, and without the benefit of anyone local to help me get it playing, I was beginning to believe this. Lucky for me I did not! so don't despair, there are worse climatic situations that pipers cope with IMHO, such as in the mid-west where the humidity drops to the teens in the winter, then soars to near saturation in the warmest months. Such humidity cycling will typically kill reeds more rapidly than constant low humidity, assuming you have already a reed that works in your climate. I think that such is the culprit behind some of the well-publicized (or maybe over-exaggerated) reed malfunctions suffered by some of the great touring pipers, going from humid to dry over night, and also dramatic increase in elevation sometimes to boot (which can cause some significant tuning problems).
In my experience, you are much better off simply making reeds that work in your environment than trying to alter the local environment of the pipes and reeds with one exception; evaporative coolers work great in our summer conditions and I find that they can increase the humidity in the house significantly. In some cases too much! I monitor the humidity in my red making workshop everyday; one positive thing that can be said about the relative humidity hear on the edge of the Great Basin is that the RH, although on the lower side, is very stable throughout the seasons, which makes things much simpler than if the RH is cycling from one extreme to another - I imagine that Phoenix is not too much different in this regard.
As far as reed making for drier conditions I have observed the following things:
As the reed loses water the elevation at the lips decreases and the reed becomes stiffer. So one needs to gouge deeper here and the over-all scrape needs to be slightly thinner on the whole or the reed will feel harsh.
I know that many people feel that pipes will always play better in more humid (but not too humid!) places, but I feel that there are so many factors involved with reeds, the pipes and the player that such generalized conclusions are spurious at best, and I have been one to make just such a conclusion at one time or another so the jury may still be out! One observation I think IS valid is that flat-pitch pipes suffer less from the dry environment, both in regard to perceived tone quality and adaptability of the reed when going from humid to drier conditions. A case in point, I have taken my flat pipes (both C and B) to the middle of one of the most unbelievably inhospitable places - the Black Rock playa in summer for Burning Man. In spite of the heat, low humidity, alkali playa dust, horrible hangovers and topless women the reed in my C pipes (one that I made) has made the pilgrimage three years running without any problems!
In regard to reed making for a drier climate. The hard tonic bell note (i.e. hard bottom D) tends to be very sensitive to both dryness, and higher elevation. To deal with this I try using more flexible California cane (although I can get good results with Spanish cane too), what most people refer to as softer cane, which I think is a misnomer, it is actually the greater flexibility that is more important, often this is perceived as the cane being softer, but not always (for instance spunky cane feels soft, but is brittle laterally). At any rate you are going for a certain flexibility in the gouged slip that only experience will dictate, and it is the area near what will be the bottom of your scrape that needs to more flexible for drier conditions (do see Benedict Koehler's advice in Heart of the Instrument if you have not already). Another dry climate problem related to the hard D note is the influence of the bridle. It is generally agreed by most reed makers that a reed performs best when the bridle is not used to open or close the reed, or as little as possible. This is even more the case when the humidity is low; if the bridle impinges even the slightest bit the center of the reed it can induce the dreaded gurgle of the bottom D, and often make the bottom hand notes of the lower octave feel constipated. The bridle impinging on the reed center can also cause tuning issues. In my C chanter it causes the C nat to disapear (to C#), and in my B chanter the lower octave E to go sharp (all notes respective to a concert pitch chanter fingering). For this reason I'm inclined to try wire bridles since they may cause less restriction in this area and allow the reed to vibrate more freely, but this is more speculation at this point.
Another area to pay attention to is the shape of the scrape itself. Again, watch the "Heart of the Instrument" and see how Geof Wooff scrapes his reeds. With a very fine and keen blade he scrapes more towards the edges and the base, producing what some refer to as a "W" shaped scrape. I have been finding this to be extremely helpful to get the reed to play freely and getting some notes into tune (particularly the E notes).
I guess one way to look at it is that these are issues for all reeds irrespective of climate, but they are more pronounced issues in drier climates.
There is more I could say but this is way too long as it is so PM me if you have any questions.
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