I'm from Finland and a huge New Order fan. I have some information concerning their second gig here in finland. Here's the songlist. I'll paste a text straight from the provinssirock.fi pages:
PROVINSSI-ROCK 1982
NEW ORDER (lähde: Pauli Kososen festivaaliraportti SOUNDI 7/82, Vasabladet / Thomas Harald) Soitti ainakin kappaleet Dreams never end / Senses / The him / Everything's gone green / Procession / Temptation / Ceremony
It says that they played at least those songs. It's taken (the source) from the leading Finnish music magazine, Soundi.
I hope I would have been there too, but it's a bit difficult when you're not even born yet.. Hope this do some good and you put at least those songs as a setlist for the night in 1982 provinssirock (which is by the way biggest annual rock-event in Finland these days. New Order always seems to know what's getting big..)
