Conversation so far:
Who is the E Family?
On May 30, 2009, Sheila E.
and the E Family Band performed at Rhythm on the Vine at Gainey Vineyard in Santa Ynez, California for the Hot Latin Beats concert.
Where did the E Family perform?
at Rhythm on the Vine at Gainey Vineyard in Santa Ynez, California for the Hot Latin Beats concert.
Did Sheila E.
perform anywhere else?
On December 13, 2009, Sheila E.
performed at the Deryck Walcott produced Christmas Jazz held at the Plantation Restaurant in Barbados.
Who did Sheila E.
perform with at the Christmas Jazz event?
CANNOTANSWER.
What were some of the songs she performed during this time?
At her merchandise stand she sold an EP From E 2 U.
It includes a song "Leader of the Band" written by Prince .

Question: Did Sheila E. ever perform with Prince?
Self-contained rewrite: Did Sheila E. ever perform with Prince?