I Exhale video is here, and there may be more clips coming:
http://www.bbc.co.uk/events/eq6c8g/acts/ahdn5v
The full gig may appear here:
http://www.bbc.co.uk/iplayer/group/p03j19ln
You can listen to what was broadcast on the radio in two parts here:
http://www.bbc.co.uk/programmes/b070jm2y
http://www.bbc.co.uk/programmes/b070jqcg
The setlist was:
1. I Exhale
2. If Rah
3. Dark Train
4. Pearl's Girl
5. Two Months Off
6. Low Burn
7. Jumbo
8. Scribble
9. Ova Nova
10. Nylon Strung
11. Rez/Cowgirl
12. King of Snake
13. Nuxx