As i understand the performances were compiled from two different concerts which took place at Paisley Park at 1999-12-18/19. Does anybody know the real setlists for this concerts? And were The Time only special guests or did they perform a whole concert too?

If I remember correctly, The Time performed their own show
on the 17th at Paisley Park (which is where their footage is
taken from). As far as I'm aware, the rest of the Rave
performance was all filmed on the 18th, in roughly the same
order as it appears on the DVD. Though a lot of the final
encores are missing.