I struggled to think of an EDM doc I like... but...
First... I own this, and highly suggest getting your own copy with the highest quality audio possible. A youtube video doesn't give you the detail and accuracy in the audio that you really want... but, it's a good place to start. And, technically it's a concert... but in my opinion, this a MasterClass on what is possible with sound.
Pink Floyd, Live at Pompeii. https://www.youtube.com/watch?v=TfBNJLdVvoc
(again, buy it for best fidelity)
And... I've yet to watch it... it's on my to-do list... Trent Reznor is in it, along with Hans Zimmer, Danny Elfman and more. But it seems completely relevant... because a great composer or DJ is able to take the audience or the dance floor on a journey.
SCORE: A Film Music Documentary
Trailer
https://vimeo.com/ondemand/score2018?embedded=true&source=vimeo_logo&owner=4088978
Prime / FreeVee?
https://www.amazon.com/Score-Music-Documentary-Hans-Zimmer/dp/B07417TKTJ