Ignore the jerk response above. It's a good question, and yes I would love to see such a documentary. Back in the day, there was the popular "Interference from ZooTV" VHS release, which was great, but since it had none of the type of footage you're describing -- and since none has thus far popped up on YouTube -- I doubt there is any worth seeing. But if you're right about Elsinore, and there is, sign me up.
I really love the little Unforgettable Fire documentary because we do get to see "behind-the-scenes" stuff of the band with Eno and Lanois at work. There's actually a surprising amount of such stuff there for such a short doc, and it's quite revealing, I think. However, I think, after the band hit the big-time in 1987, they began to feel a bit 'embarassed' (maybe that's too strong a word) about their earlier records, and they also started becoming more self-conscious about what they put out. There's that Edge quote in U2 By U2 where he jokes that the band have a shared agreement to set fire to their collective rehearsal tapes if one of them goes down in an airplane crash or something (because they are so awful). I do think they are a bit careful about what pre-LP stuff gets out, and for this reason they might not want to see a doc released about the Achtung sessions... but, as I said -- if they do, it'd be great.