Looking at the Gewandhausorchester's performance history in Leipzig and elsewhere, it appears Nelsons has only conducted Nos. 1, 2, 5, 6, & 8 during his time with the orchestra so far, with No. 4 upcoming in February (feat. Karg as soloist). The results you got from AI say the complete cycle has been recorded and highly regarded so it leaves me scratching my head a bit and wondering where the AI is pulling this information from.
There was a festival in Leipzig last year where a complete cycle was performed, but that was a combination of different conductors and orchestras. Nelsons conducted M2 and M8 in that series.
All things considered, I would personally rather hear a cycle out of Boston, as we haven't had much Mahler out of there at all since Ozawa's time. Their Shostakovich under Nelsons was mostly really great.