Catherine Benamou, who has written extensively on Welles' Brazilian trip, and who also helped with the preparation of the film "It's All True" ( see here: www.itsalltrue.com.br/2002/e_index.html
, and check under "international retrospective") has written probably the most extensively researched book ever on Welles in Brazil: "It's All True: Orson Welles at Work in Latin America", to be published by Berkeley: University of California Press. The date was listed as 2004, but it looks as though Benamou has postponed again, as she is known to be a perfectionist; too bad, as we need a definitive volume on that "fin de siecle" in Welles' consciousness. Also, there is a volume prepared by George Fanto, one of the cameramen on the Brazil trip, who has completed "On Location with Orson Welles:a Memoir" edited and with an introduction by Catherine Benamou. No date on that one as of yet.
And finally, there is a manuscript finished and ready to go by an American professor which collects Wells' writings together. Apparently the project has been put on hold, as Beatrice Welles has demanded a royalty so high that the editor (who worked on the mss for several years) would receive almost nothing.
If anyone else has any updates, I'd love to hear them!