Still, seems like the story is not over. 4AD recently released the compilation "Lullabies to Violaine" as four separate discs and 2 volumes: Volume 1 covering the 4AD years, and volume 2 the Capitol/Mercury years). The Pitchfork review is here and I can't wait to get my hands on this.
For your viewing pleasure, here are some old videos from YouTube.
Also don't forget to check out the official site, which features a good collection of rare and unreleased music. Just two examples:
My Hue and Cry (Live Version) - An instrumental, never formally recorded, performed for a John Peel BBC Radio show. This live version from a 1986 performance is particularly stunning, although the sound quality is imperfect.
Kookaburra (Live Instrumental) - early instrumental version of what eventually became Kookaburra... or it may also be an early version of the song Rococo. Taken from a performance at Royal Festival Hall in 1984.