Is Lady really Lay Down Your Cross or some other tune? It's the only one I don't immediately recognize. There are a few collaborations that Guy has done over the years: 808 State - Lemonsoul, Andy Votel - the viy, Editors - Let Your Good Heart Lead You Home (might have flubbed the title...), and Massive Attack - Flat of the Blade if you're going all out collecting. There's also Western Arms - Blue on Blue but the odds of you finding that are probably very small. It's in limbo for my collection, so I'm no help.
I believe they've also remixed an Athlete track.