Last I heard, there were no plans to release it, and no recording that would be anywhere near suitable for compact disc release exists.
Producing
Return took a great deal of time for Jamison Selby and Jim Pierson. At the time
Vengeance was performed, I don't think either was in a position to devote that much time to yet another CD release. This was more or less a completely new endeavor for MPI, whereas Big Finish specializes in audio dramas.
I've heard about the possibility of the script being released, but all of this was based on a conversation that took place nearly 18 months ago.