Mason--
No, and yes--Cocteau Twins played Boston in, I think, November 1990, I believe at the Orpheum. This was the show I saw about a week before or after the Dead Can Dance show.
I did see Galaxie 500 open for Cocteau Twins at the Boston University ice hockey arena --but that was in March 1991. And it was by far the more memorable show of the two--BU had placed thick pads down over the ice (hockey season had yet to end; BU's team is usually good), but even before Galaxie 500 was done playing, my feet were freezing. Of course (as the Galaxie 500 box set liner notes explain), this was the next-to-last show Galaxie 500 ever played. Glad I caught them then! I remember Dean Wareham doing some amazing e-bow guitar during "Hearing Voices."
Joshua