Watts, Alan. Myth and Religion : the Edited Transcripts. First edition. Boston: Charles E. Tuttle Co., 1996.
It contains "Jesus - His Religion, Or the Religion About Him", which appears to be a very slightly different title from the work that you are searching for.
The text includes the transcripts, but doesn't include the original date(s) of delivery / publication. And it's published a quarter century after the initial records of the lecture.
As noted, I'd emailed the Alan Watts institute but have received no reply.
Watts, Alan. Myth and Religion : the Edited Transcripts. First edition. Boston: Charles E. Tuttle Co., 1996.
It contains "Jesus - His Religion, Or the Religion About Him", which appears to be a very slightly different title from the work that you are searching for.