I don't know why, but I just have a feeling (a wish, let's be honest!) that this could be an HBO live broadcast. Being a theatre show, and with multiple nights in the same venue, the camera placement, production editing, etc. could be worked out and easily executed for Ms Perfectionist's high production standards. ?
Broadcast and streaming rights are easy moneymakers, and with the limited locations, a broadcast from Miami, Lisbon, or Paris could be easily managed.
At this point, watching the last couple of tours' "concert film" treatment has left me cold. I don't hate them, but capturing a live theatre experience with the frantic editing and canned audio/audience noise just seems wrong.