Lol I'm absolutely sure I have that performance on DVD and I can't even remember which tour..
It's definitely on Best of Countdown Live 2006-2007, which is on A BEST -WHITE- CD+2DVD version. She performs No Way To Say in it.
But I think it was performed before. Arena Tour 2003-2004 probably, but I'm not 100% sure. Someone help!
Edit: Flying Proud beat me to it!
Turns out I was right, I feel relieved