There are 2 versions on DVD of the Springsteen at Shea on October 4, 2003, both are 2 discs sets. One version is fully authored, the other version is not authored. The authored set looks to be a closer generation source, both include video of the overhead screens at Shea. Both include Bob's performance.
The Highway 61 Revisited performance also appears as an *extra* on this DVD at DVDylan site:
is to a DYLAN DVD from a New York Dylan concert: 1_18_1998. The Highway 61 Revisited song with Bruce is added to that DVD as a bonus track and does not include ANY other Bruce performance on that linked DVD. The video from the Dylan duet with Bruce was up for viewing at DVDylan a few weeks ago.