It might have been this 1968 performance, listed in an online Ornette Coleman discography:
Ornette Coleman (tp, vln) Charlie Haden, David Izenzon (b) Ed Blackwell (d) Yoko Ono (vo)
"Royal Albert Hall", London, England, February 29, 1968
Emotion Modulation (A.O.S.) Apple SAPCOR 17
Sunrise unissued
Forgotten Children - unissued
Long Time No See - unissued
Lonely Woman - unissued
Hight Abhbury - unissued
Buddha Blues - unissued
I wasat this gig. The band were on a boxing ring size stand in the middle of the promenade rather than the stage. As far as I recall Ono's orgasmic squeals puzzled the audience who only wanted to hear Ornette.