I don't know that it has.
I was at a wonderful afternoon in Glasgow just 2 Sundays ago, where Adam was the guest at the Glasgow Ballad Workshop: during Celtic Connections, but not part of the official festival. During that time we were well entertained by Adam: some serious ballads, some parodies of serious ballads, and all four of his Shakespeare re-writes: Romeo and Juliet, The Scottish Play, Oor Hamlet, and King Lear. Just amazing! There was a "no video" order, and I don't think there was any audio recording either, sorry.