albert lee was certainly in the concert and can be seen in the credits. i cant remember what song/s he played on though.

I also saw andy fairweather low live, when i went to see Roger Waters in the flesh concert live, which i also have the DVD to.
He was also accompanied by Snowy White, and both are absolutely fantastic guitarists.

One of the best guitar solos i have ever seen is on that in the flesh DVD, with them both taking turns during the solo of 'Comfortably Numb' its great!