I could be wrong, but I think she did it live well before Turbulent Indigo.
Also - she has done I Shall Be Released a few times, the most memorable I have seen is on a video I have of her singing it with Cass Elliot and Mary Travers on an old Mama Cass Christmas special. Bill Oh yeah...good call on that one Bill...but it's a really bizarre cover, she starts playing the piano to the "Not To Blame" melody, then jumps in with those lyrics, as if she had the melody but not the lyric and was experimenting with putting words with it. Bob
