Yeah the Zelda previews, amoung other things. I don’t have my set with me right now (in storage) but off the top of my head, George Washington Slept Here is missing part of the dream sequence, The Magic Love is missing a section, which makes it hard to recreate in English. There is a complete version of that episode in Swedish on YouTube, but the part missing from the German version has a TV watermark on the Swedish one. Sierra Brooklyn, I think is only missing a section of the freeze framed cartoon Mario head. I sorta fixed that by adding more frames of the head and some music from the Inspector Gadget cartoon. Pretty sure all episodes have 20-40 seconds missing of each episode, not counting the Zelda preview.

Honestly, the most complete set is this Australian set.
https://www.blu-ray.com/dvd/The-Super-Mario-Bros-Super-Show-Collectors-Set-DVD/151845/
It’s NTSC and has every missing “Mario” segment from the American set, except George Washington Slept Here. (Also missing a “standard” episode, but that one is on the US Shout set. The AU set doesn’t have any bumpers, but those are on the US set. The AU set also has some Domino’s sponsor bumpers (after the first theme song, which only some episodes used when originally aired) and Viacom closing tags.

The German set is really only good for some Zelda segments and George Washington Slept Here, unless you’re also after German audio. Pretty much every missing segment can be cobbled from YouTube. But as I said, my custom set will have EVERYTHING to make it as close to originally aired in the US as possible. I’ll get to work on it again soon. I’m going to include every Mario and Zelda segment, every found Club Mario segment and bonus feature, all songs restored, etc.

I think all/most foreign soundtracks contain the cover songs, but it’s not always easy ripping clean parts for English use.