Noticed threads for this on the other GL and on BTX and thought we might want to talk about it here.
For those of us who love our live recordings above anything else the brief discussion starts at 19:55. If you can't watch yet, he starts off talking about how Bruce asked him and Chuck Plotkin if they could record him live following the release of The River around about October 1980. They got hold of a remote truck where they filmed Tempe, and "then we did three or four other shows" on that tour.
Those other shows are likely the dates in Nassau, Wembley and the Brendan Byrne.
That was really interesting--tons there I hadn't known, both specifically about his history with Bruce, but also some of his technique insights. Thanks for posting!