You can find several songs from the Edinburgh Festival concert they performed on August 15, 1991 on the Roddy fan site (see link above). There is also a bootleg release called Preaching to the Converted from the Queen Elizabeth Hall concert on September 20, 1991 that is available online (don't remember where). Hope this answers your question!
Thanks! That's the recording I have. The Preaching To The Converted is pretty raw quality. Anyway, hopefully something new will show up. I also have a disc live in Japan called Gorgeous Performance which is decent.