I know the earlier reference to Dylan suddenly changing his songs at the last minute was intended humourously but I thought a couple of comments might be of interest.
Generally, having decided the set list in advance, Dylan does not appear to change the opening songs much from that listing. The changes appear, these days, to come later in the set.
At the Saturday show in Hammersmith, for example, his stage crew had removed odd bits of kit before the end of the show; then, as it appeared to me, Dylan turned round before "All Along The Watchtower" and said to someone that he had decided to insert an extra song. He then did "Watchtower", after which there was a bit more shuffling around on-stage than was normal at that point in the show and Dylan then performed "Jolene".
In terms of "Forever Young" on the final night at Hammersmith, this was not just pre-arranged and, by the looks of it, maybe even rehearsed. Dylan has very occasionally had "guests" make on-stage contributions but, too often, there has been little sign that it had been worked out in advance. We've had (the dreaded) Bono singing on a song when he didn't even know the words; we've had a gang of folks brought on-stage in a way that was fun but pretty disorganised. The Dylan-Knopfler collaboration was different from these examples. If not rehearsed, it was carefully worked out. There was little chance of Dylan making a last-minute change.
As an aside, there was a time when we got to see quite a few of Dylan's concert cue sheets and there were sometimes option songs at certain positions in the set, so that Dylan could vary the set almost at will - though, even then, he didn't always stick to the options.
Back to Hammersmith. I presume Dylan suggested the idea of a collaboration to Mark and it is indicative of (1) how well this joint tour has worked out, (2) the regard that Dylan has for Mark, (3) to some degree, Dylan's acknowledgement of the loyalty of his British audiences and (4) that even Dylan, in true showbiz style, wanted to finish the tour with a flourish and on a high.
What would be interesting to know is which of them suggested "Forever Young". There on stage were Knopfler (at 62 ?) and Dylan (70 years old) singing to one another "may you stay forever young" - two musicians who stay "forever young" by not sitting back on their past achievements, merely repeating them,selves, but forging their way forward all the time. I'm a bit prejudiced and think Dylan has been more abrupt in the changes he has made but the Knopfler I've seen on tour (quite a lot) in the last decade or so is not the person who came to fame in Dire Straits. I really liked the NHB shows and Mark's embracing of the Celtic and folk music and welding it to his style in his solo work has been, to say the least, impressive.