It came out Sept. 20th, same day they performed. Give or take UK/US time zone differences.
I doubt Gaga will have an EP, unless I missed where she herself confirmed that. Only 5 acts released EPs last year.
I'm kind of praying she does have an EP - it would be a wise idea financially if people end up liking the performance and the more rock-tinged sound of the live versions of the tracks.