The question raised is whether this Sky Arts DVD is genuine. The short answer is that I don't know but the longer answer would be more nuanced.
I have been "involved" in two television programmes to do with Dylan and, in both cases, I was provided with a copy on DVD and neither was a commercial product but a limited edition copy made for those involved in the programme. In both cases, my understanding was that it wasn't a one-off production, just because I'd asked, either but a short production run for others as well as me. Thus, I would not be at all surprised if DVD copies of the programme were made by Sky Arts and, to a limited extent, circulated.
Television companies sometimes make DVDs for other purposes as well, such as trying to sell the programme to other broadcasters or showing prospective subjects of later episodes what the programmes in a series "look like".
This item is described on eBay as a "promo" but this does not mean that it must be, for example, the trailer for the programme. As indicated, it is more likely to be the whole programme. If anyone is interested in bidding, a question to the seller should be able to confirm this.
Talking of the seller, jbaent has it taken off the Spanish eBay site. I assume it's listed on the UK site, too.
I'm no expert and, on balance, it seems to me to be a genuine item.