The assertion that Welles believed a curse hung over It's All True is mentioned as a footnote in Frank Brady's book. Unfortunately he doesn't cite his source, but I don't think it was the BBC interview, which was done in 1982, two years before the True footage was rediscovered. Welles did tell about the curse in the O.W. Sketchbook series, which was the first scene in Richard Wilson's It's All True docu.
Wilson did indeed do a fine job of putting that film together, and the FOUR MEN ON A RAFT assembly contains some captivating footage. But of course, it's missing a crucial element: Welles' narration, which would have tied the footage together, and which he also could have supplied in the last year of his life if he'd been interested. Welles actually did narrate an interesting 11-minute segment on the Jangadieros for another 80s docu called THE LAST SAILORS, so in a way one could say he did finally fulfill his desire to help them in a film. However, he does say toward the end of that segment that the Jangadieros' simple fishing existence is a way of life whose end is in sight, so he may have felt the RAFT footage was obsolete anyway, except as a historical footnote.
I think you're right that the sets for which Welles paid storage fees for over 20 years was probably the 5 KINGS set. Judging from Richard France's book, it was the most elaborate and complex set Welles ever built for the theatre- the predecessor of the huge sets built for the Amberson mansion interior. Had he been able to keep paying those storage fees, the conception of CHIMES AT MIDNIGHT might have turned out quite differently.