This gig is a bit extraordinary, because all other gigs that summer were festivals, so this was the only "solo" gig. I don't have a setlist, I only know that one song was played for sure.

Because Terry Hall joined Tricky on stage to perform 'Ghost Town'. It was recorded and released on two parts of Terry Hall's 'Rainbows EP' (see discography). You can listen to it on You Tube. 

Here are photos of him and Tricky on stage from an article in Q magazine:

The Q article was written by none other than David Bowie! He was at that concert and even wrote Tricky a letter afterwards. You can see the letter here. Here are backstage photos of him and Tricky, taken from that Q article that he mentioned in the letter (click here to read it):

See an ad for this gig from NME, 15. July 1995 here.