I can only speak first hand for Bad Wembley but first a little general background info:
Most singers when they lipsync or mime are actually singing full voice when they are miming or lipsyncing - it's kind of like they are only able to accurately lip sync by actually singing along. Mike was no exception.
Now, the microphone that Mike is singing into is obviously a real mic but the outfront (front of house) sound mixer who controls what the audience hears has completely turned down that microphone and turned up the tape (or synclavier or protools) track that Mike is lipsyncing to - so the audience is listening to the lipsync (prerecorded) vocal.
With me so far?
However, when you have a live recording or remote truck setup - the truck might be fortunate enough to get a discrete (individual) feed of BOTH the live microphone AND the prerecorded track. If those discrete feeds are then recorded onto seperate/individual tracks of a multitrack, then when it comes to mixing the multitrack to produce a stereo mix of the concert, the mix engineer has the possibility of listening to (and choosing to favour) either the live vocal or the prerecorded track(or possibly both). Essentially the multitrack tape contains both Mike's live vocal and also the prerecorded vocal track.
I can tell you that Mike did indeed sing out almost everything for Bad Wembley July 14th & 16th although he was sounding pretty breathless (as anyone would naturally expect) toward the very end of the concert.
