Not an actual box set per se...
But the vast amount of live Woody Shaw (leader and co-leader dates) might as well be a box set (of sorts).
Six (6) discs on Highnote alone (if you include the two with Louis Hayes).
Then a bunch further on other labels, some from essentially the exact same sorts of sources as the Highnote material (or at least that one from the "International Trumpet Guild" sure the heck seems like Vol 5 in the Highnote series, in all but name).
Anyway, we've gotten a TON of live Shaw over the last 25 years (the first live Highnote came out in 2000).
And -- though released separately -- collectively it all seems like a live box set of sorts (and not just the Highnotes either -- but all the more recent ones too). Not every track is a 10/10, but I'd argue the great majority is (at worst) a 7/10, and often better
An embarrassment of riches for Shaw fans -- what is it, a dozen hours? Closer to 15?