I've heard the same thing for a very long time, but I have not seen any proof of this. The episode is supposedly between Jessica and Benson and they discuss who killed Peter and the fact that everyone is a suspect. From what I remember reading about it (here and other places) it is supposed to take place shortly after Sheriff Tinkler leaves the families just after Peter's funeral. I can't say for sure that it doesn't exist, but so far I have not seen any hard evidence that it does. I do know that the first and third recap (clip shows) were released on VHS a very long time ago. The second one was available on the trading circuit. I have it and it is a very good off the air recording. I believe that it is a 2nd generation VHS copy. When I constructed my complete version of the show, I included all three recap shows in their proper place.