If I remember correctly, the R2 mockumentary is on the episode II bonus disc.
I have a DVD with that “The Story of Star Wars” thing, but it’s only the summarized plots which pretty much aren’t worth watching, I didn’t even know there was a doc that goes with it?
There’s also the Musical Journey disc that came with the ROTS soundtrack, it’s not really a documentary, but it’s music videos for the whole saga with introductions by Ian McDiarmid.