He did say there were archived answers from Avery, including convention panels
I've seen videos of Avery at conventions where every time a fan asks him a Trek-related question, he responds with a random non sequitur non-answer that has nothing whatsoever to do with Trek, or at best, it has only the tiniest semblance of any connection to Trek.
Therefore, I doubt his "archived answers" will actually give any insights about Trek or the Sisko character.
So what's the deal with Avery Brooks, does he hate DS9 or the people that made it? he did take part in the captains doc but if I remember right didn't have much to say about Star Trek.
He certainly seems to hate DS9 based on what he said in the small portion of the interview with him that was released on the DS9 DVDs. Too bad no one has ever released that full interview (and the full interviews with the other actors/writers/producers that were made at the time). With all the bad stuff Avery said in those small snippets, and with the knowledge that they cherry-picked those snippets as some of the "best quotations" from him out of what is probably ~two hours of interview footage, chances are he dished much more dirt than what was released to the public (but I am sure Behr wouldn't include that dirt in his new documentary, even if he had access to it, which he probably doesn't).
As for the "Captains" docs, he probably asked Shatner on the phone before that interview, something like: "Do I have to actually talk about Star Trek?" and Shatner probably replied, "No, not at all!"
But that wasn't going to fly with the Behr documentary. Avery would have to talk about Trek if he participated in that, so that might explain why he would say yes to "Captains" and no to Behr.