Here’s a good review from The Stage, dated 13th Match 1986. It’s Rowan Atkinson’s live show at the Shaftesbury Theatre (the one used in The Tall Guy?), which was called The New Revue, written by Atkinson, Curtis, and Elton, with music by Howard Goodall.
If this is the same version of the show that got a release on VHS and DVD, and the one I saw and recorded off the telly, I’m either blanking on parts of it, or some big moments were cut for those versions. I have no memory at all of the Macmillan bit.