I automatically thought she meant on the tour but who knows.
You're probably right - it's just that "the show" didn't strike me as the most natural way to refer to the whole tour (but she may have been talking during a break when a tour date was about to be played in that area).
If it is the tour set list, it would rule out two of her strongest and most interesting songs (GOTS and SpBo). But neither of those might be considered easy enough to push to radio.
It would leave Low, The Bullet, End Up With the You, Drinking Alone, and Backsliding still in with a chance.
My personal preference. would be for any of the first three (I wish I could share what so many of you see in DA, but I'm afraid it's not one of my favourites)
I have a sneaking suspicion, though, that they might go for Backsliding - which combines some pretty traditional musical parts, with a vocal that I think many might hear as classic Carrie - and so might be considered a good bet for radio.