Norwegian authorities had not authorised either last year's voyage, or this one, as required by that country's law.
Norwegian newspaper Vestfold Blad today published an interview with Mr Andhoy in which he confirmed he and Mr Massie were on their way to Antarctica.
Mr Andhoy said he needed to find answers about what happened last February.
"For me, it is unreal that a boat with three men, so much deck equipment and cargo, is lost without a trace.''
A camera team was accompanying the pair, he told the newspaper.
He said he thought about last year's events every day and said there were several things that bothered him; some of the equipment on Berserk should have floated and been found but it was not.
At the time, Mr Andhoy insisted he had taken the necessary precautions for the safety of his crew.
One of the men who died on the first trip was 32-year-old Leonard Banks, a dual South African-Briton.
His twin sister, Charlene Banks, told Radio New Zealand today she thought Mr Andhoy was on a suicide mission.
"It's absolutely diabolical, he's going back there again in the same conditions as last time,'' she said.
"He's definitely not well-prepared at all, he leaves everything to the last minute. He hasn't got any of authorities' approval. He believes he's above the law, which is just crazy in my eyes considering what happened last year.''
New Zealand authorities are searching for the Nilaya and said it was possible Mr Andhoy had changed its name to either Berserk or Berserk 4.
Navy vessels in the area had been alerted and were keeping an eye out for the yacht, she said.
Customs would reassess the situation later this morning and decide where to search next.