I don't know if the one you mention was done live, but I do remember - quite a few years ago now - a radio programme made by BBC Scotland in Glasgow about the Fifth Symphony, with extended extracts from the original version. That was in the early years of Osmo Vänskä's time with the BBC Scottish SO, and it was done livce in front of a studio audience (including me, thanks be!). Musical extracts were interspersed with commentary - and even Vänskä himself playing the role of Sibelius. The whole thing was very imaginatively put together, very accurate historically, and absolutely spot-on concerning Sibelius's state of mind - all in all, a very moving experience. I hope it's repeated one day.