I have recently bought a Japanese import DVD of this show, and am absolutely floored by it. Yngwie seems to be having such a great time with the perfomance, and hearing his playing in this setting really does cast a whole different light upon it.
I'm a huge fan of the guy, but I've never seen this show before, despite having heard about it for so long. It really is something unique, and while some may think that the mixture of distorted guitars and a full orchestra doesn't work, it works perfectly on this release.
I shall add a full review once I've been able to absorb the full thing properly. Needless to say, it is incredible.