I've not heard about a new Anthology, though I understand the original three are to be remastered and reissued. The director's cut of the documentary also got removed from YouTube when I last looked, so I wouldn't be surprised if there's a Blu-ray version with extra footage.
If there was a Vol 3, it would be a good opportunity to release Carnival of Light and that long Helter Skelter. Neither are apparently worth getting too excited over, but putting them out as part of a bigger release might soften the blow a little.