Stevie and Prince do have other known collaboration that's not been widely heard. In July 1983, they recorded a song called "I Know What to Say to You" at a studio in Minnesota.
Details on the exhaustively detailed and helpful Princevault.com
http://www.princevault.com/index.php?title=I_Know_What_To_Say_To_You
Note that the site, which has incredible detail on personnel and recording dates from his studio logs for both released and many, many unreleased songs, has no entry for the obvious fake "All Over You." Prince fans know that sounds nothing like Prince.