The Cosmotheka show at the Arena was 1998 with Chas 'n' Dave. I've just checked the JKL video web site and they don't have anything listed for that year which matches that Concert.

I'll try and contact Dave Sealy to see if he can help. It's likely that the show was not made commercially available as it also involved C&D, and there may have been rights issues there, but there may be a possibility that the Cosmotheka bit on it's own could be (if it exists). JKL video may not have thought that Cosmotheka alone would be worth releasing but I'd guess from this thread that there culd be demand if the necessary clearances were obtained.