I probably watched this in January when it was on TV, but I just found a link that has it (it has Russian subtitles on though, which may be a nuisance):

David Bowie: The Last Five Years (2017)

Info about it here: http://www.bbc.co.uk/music/articles/...6-a22f1353c8cf

It is a follow-up to the BBC documentary David Bowie: Five Years (2013), although it isn't really necessary to watch that first.