Might be worth trying to contact the staffer who uploaded this footage, see if they have more of it parked on a harddrive somewhere? Jared Rosenberg
appears to have been the one who posted it, although I can't guarantee they're the ones who shot the footage. If I'm not mistaken, NWR used to divide up E3 tasks over 2 teams; one on-site doing interviews and footage, and one team hammering out that content into postable articles (hotel Internet is bad today; imagine how it was a decade ago).
As for those broken X-Shockwave-Flash links, Inspect Object reveals that you're right, the main one is just a link to that YouTube clip you posted. The audio clip can be recovered this way too, it's 1 minute 8 seconds
and located here.
I'm assuming you're much more knowledgeable about what 2010 Paper Mario media was out there, so apologies if this is all old hat to you, but it's noteworthy that the Wayback Machine can recover some stuff:
Here's 16 screenshots that no longer work on
NintendoLife's website, for example.
NWR has a bigger collection of screenshots, but I'm not sure which ones belong to the 2010 demo build, and which ones are from Sticker Star. Maybe only the bottom ones are relevant to you.
Speaking of that demo build,
this article states it was a non-interactive demo. Might explain the lack of footage?