Music for a Darkened Theatre is Danny Elfman music, but it is not part of the box set, since it includes, non-Tim Burton work.
Vol 2 is a two disc set. A flac version can be found here (
Thread 84020). Vol 3 is fan made, and not an official release. A thread for it can be found here (
Thread 65858). Both of these have been out for years.
The Box Set Bonus Disc was a consolation prize for people who pre-ordered the box set before it was delayed. It consists of a kind 'Box Set Greatest Hits' and includes NO MATERIAL NOT ALREADY INCLUDED IN THE BOX SET. It's been online for months, in many places, including here (
Thread 84561).
JonC