Another film in this category is “Glitterati” by Roger Avary. It is loosely based on the Bret Easton Ellis novel “Glamorama” and was filmed guerilla style during the filming of the released film “Rules of Attraction” (based on a different Bret Easton Ellis novel).
It’s considered to be unreleasable because of the way it was filmed. Avary followed his lead actor (who stayed in character all the time) around Europe and shot everything that happened to him, drug use and sexual encounters included, then edited the footage to fit the narrative. Most of the “characters” in the film are actually real people who didn’t know they were being filmed as part of a motion picture and didn’t sign releases.
So the only way you will ever see this film is if you attend some event that Avary is at and he screens it himself for the private audience.
That documentary film industry, such as it is, seems to be a very small and incestuous subculture. As the article notes, just a few people control the chokepoints that determine success and failure, and these people are driven not by pursuit of profit but by status within their own little society.
And because these things live on subsidies and charity, in effect, the actual audience is irrelevant as a revenue source, and audience reaction is also irrelevant. The audiences are too small to make it all pay.
The filmmaker is best advised to ignore the formal institutions and venues, and chase her own audience, on Youtube and the like. That is a vastly bigger industry these days than the film festival circuit.