That's the song which I first thought of too. But I thought, "surely Mark would be a keyboard at that point, not holding the guitar with his other hand."
It got be curious in any case 🙂.
Since it's not shown on the broadcast (or it may have but it was chopped out), they may have done a cover of a song (?) or the song was not heard often or new (one of the songs from Together Alone, which wasn't released at that point?).