I stumbled across these studio demos of Bowie and Stevie Ray Vaughn running through the tracks they would record for Let’s Dance as well as other Bowie songs (and a Velvet Underground song). As I understand it, there is a live show they played together on tape as well.
https://www.youtube.com/playlist?list=PL994A959F53F87E42
Ping for later
Good find. Thanks.