Steve I recall the VHS tape of the Arms show and I haven't seen it in years but in the opening they show the entire lineup rehearsing and I seem to recall it was in a house. They go around and ask most whom they've worked with before. There is mercifully only a 1-2 second clip of Jimmy saying "I've worked with Jeff" I believe is all is said. I say mercifully because Jimmy looks like death warmed over.
Perhaps a recording of this rehearsal was leaked somehow. It definitely appeared to have been recorded in a house not a rehearsal soundstage.