I found the covers so you can compare it now. It turns out it was the first night (June 23rd, 1995).
SETLIST for Wembley, June 23rd, 1995 (1st Night)
Livin' On A Prayer, You Give Love A Bad Name, Wild In The Streets, Keep The Faith, Blood On Blood, Always (additional lyrics), I'd Die For You, Blaze Of Glory, Runaway, Dry County, Lay Your Hands On Me, I'll Sleep When I'm Dead ~ Jumpin' Jack Flash ~ Papa Was A Rolling Stone, Bad Medicine ~ Shout, Bed Of Roses, Hey God, Rockin All Over The World (with Little Steven), RS Guitar Solo, Wanted Dead Or Alive, Someday I'll Be Saturday Night, Good Guys Don't Always Wear White, This Ain't A Love Song
It seems Good Guys Don't Always Wear White is missing from the VHS. Can anyone confirm it was really performed?