Rush's R40 Live tour was the subject of a cover feature in the November/December, 2015 issue of Canadian Musician magazine. Geddy Lee and Alex Lifeson were interviewed for the feature where they break down the R40 Live setlist and stage show, describing how and why certain songs were selected, how the videos came about, and their favorite parts of the show. The entire article is available online at this location on pages 35-38, and there's also this transcription of the article. Canadian Musician also recorded a more extensive version of the interview and have included parts of this interview in their latest Canadian Musician Radio episode. You can listen to them chat with Geddy and Alex in more depth about the R40 Live tour below or at this location beginning at about the 34-minute mark. They chat with Geddy for about 13 minutes, then switch over to Alex at about the 47:30 mark for another 7 minutes or so.