no, it's not. it's on the complete mystery blu-ray box set and it's extended from the version that was in the gold box. i can't remember which disc it was on but my wife and i watched it when we got to that disc in our re-watch. i will pop them in and take a look. i think it's titled differently or something, but i promise it's there.
edit: it's called A Slice Of Lynch and i had mixed it up with the "between two worlds" feature's title. and i found it on youtube, for those of you who don't own the box set! (this is the 30-minute version, not the extended version, sorry)