The band hasn't released any live stuff from the Rolie years that I know of.
They did just release a greatest hits video dvd that you can get at their
website. I'm not sure if there are any concept videos with Rolie, don't think there are.
There are some live clips on the dvd, but I think they are from '81 and '86. I read an interview somewhere that said Columbia was working on another Journey dvd, but I think it was a full concert from '86.
The show you are talking about sounds like something that would be owned by the show Journey played on, kind of like Austin City Limits on PBS. The performers don't own those shows and can't release them on their own.