So this has been on YouTube (but unlisted) for some time now. Somehow, Copperpot was able to get his hands on 20+ minutes of DMB w/ the Symphony Orchestra from back in February of 1995.
As the story goes, the Symphony Orchestra owns the rights to these shows and that is presumably why we haven't gotten a live release of either of them. It's really amazing. I highly suggest sitting down and listening to/watching it (perhaps with a nice drink - if you drink). Unfortunately, we do not have the full show, but thanks to Copperpot we have a pretty decent length video/audio. I won't spoil any songs.
Supposedly, somewhere, someone (from back in the elite trading days), has the full soundboard/video of this show, but nobody has come forward. In any event, enjoy what we do have thanks to Copperpot!
https://www.youtube.com/watch?v=Qj0bLeOgj1c
Fun fact - At about 8:00 you can see John D'Earth sitting in the front row with sheet music. If memory serves me correctly, he composed the orchestra's parts.