I happen to specialize in finding lost media from Nick. Roundhouse was an iconic part of its time, very theatrical with the whole stage set and live music vibe. Sadly, it's largely underrated and consequently doesn't have much presence online. I'll look through my collections; sometimes these shows pop up …
I'm pretty sure 'Rhythm and Blue' got a release. It's one of those VHS tapes us Nick nostalgia nerds are always on the lookout for. Maybe try contacting ViacomCBS? Long shot, but maybe they've got an archive copy they could point you to...