I assume the one you know about is "Live From New Zealand". I have a couple of others, but they are quite rare.
The first is "On Tour in Northern Ireland". This was officially released and then withdrawn from sale, I suspect for copyright reasons shortly afterwards. If you ordered early as I did you might have got a copy, but it was only on sale for about a week as I recall.
The second one I have is "The Angel and the Fallen" which is a recording of a show that Hayley was involved in in Salisbury Cathedral. Afterwards a video of the show was made available for purchase - intended as a keepsake for those who were there. The quality is not the greatest, as it was a long show and they had to condense things a bit to fit it on a standard DVD. When word got around the organisers welre deluged with orders from all over the world. They were not set up to deal with that, so instead they withdrew it from sale.
You never know, you might come across one of these on EBay.