There is no official live release of the Alhmabra Tour concerts, but here you can find a pretty good sounding Bootleg of the Toronto show (full show) and Winnipeg show (only acoustic set) to download:

Live at Lee’s Palace – Toronto, October, 11 1996

Acoustic set
The Grand Bazaar
Inanna
The River
Correspondences
Save Me feat. Ritesh Das on Tabla
Turn The Lamp Down Low
Sister Awake

Electric Set
The Bazaar
Fire In The Head
The River
A Certain Slant Of Light
Save Me
Winter Solstice
Sister Awake