This is from a Christian Marclay VHS tape that was put out sometime in the early 00's... I forget the exact details as I'll have to dig my copy of this (i had bought this from a small art space/gallery in Chelsea in NYC years ago), the VHS is mostly about Marclay's techniques in his brand of "turntablism".
The performance with Lee and Thurston is from FIMAV, Victoriaville Musique Actuelle Festival in Quebec Canada in May 1999, the audio already exists as a cd release from the VICTO label known to most of you as "Fuck Shit Up". The first clip of the 3 of them looks like the soundcheck, the other is from the actual performance... This was just about 3 months before SYs gear was stolen in the big heist of 1999, as they are playing guitars that were never found again.