Nothing is officially available, as far as I know. The interview she gave to the World Service in April 1972 was rebroadcast on the tenth anniverary of her death (1988). I have an off-air copy that I could let you have. The transcript has appeared among the blogs on her MySpace page (
www.myspace.com/sandydenny) though I suspect it's incomplete:the transcription disc in the National Sound Archive has some extra stuff (she talks about Dylan, I remember). Otherwise, there are snatches of other radio interviews on bootleg material - but we're probably not supposed to mention that here, are we?! At some point Karl Dallas put up one of his (many) interviews with her on his website, but it doesn't seem to be there now.