I found the setlist which was for the Behind the Mask Tour. See the footnote at the end. As to whether it's true or not, the next time I'm hanging with Stervie I'll just have to ask her if she remembers.
Behind the Mask Tour - 1990
[Behind the Mask Tourbook] (UK and US versions varied slightly)
In the Back of My Mind/The Chain
Dreams
Isn't it Midnight
Oh Well
Rhiannon
Stop Messin' Around
Save Me
Gold Dust Woman
I Loved Another Woman
Landslide
World Turning
Everywhere
Stand on the Rock
Little Lies
Stand Back
You Make Loving Fun
Go Your Own Way
Tear it Up
Don't Stop
Songbird
Alternate Set List:
Say You Love Me
The Chain
Dreams
Isn't it Midnight
Love is Dangerous
Oh Well
Rhiannon
Stop Messin' Around
Save Me
Gold Dust Woman
I Loved Another Woman
Landslide
World Turning
Everywhere
Stand on the Rock
Little Lies
Stand Back
You Make Loving Fun
Go Your Own Way
Tear it Up
Don't Stop
Songbird
Additional Goodies: At *ONE* performance in New Jersey, Stevie opened the show with what appears to have been the last "live" performance yet of "Sara".