Here lies a living list of live EDM sets that you can find on YouTube which I think are worth giving a listen to : -

1. Oliver Heldens at Ultra Music Festival 2015

2. Tiesto at Tomorrowland 2018

3. Nora En Pure at Tomorrowland 2019

4. Swedish House Mafia at Madison Square Garden 2011

5. Alesso at Tomorrowland 2018

6. Axwell Λ Ingrosso at Tomorrowland 2017