I did find it. Its at the CSPAN Site inthe Video Archives. All the debates. I watched all of them. The exchange described did not happen.
Go look for yourself, I found them in about 5 min of going through CSPAN’s website.
Last fall/winter this topic came up and I found a web site that hosted all the transcripts of the debates. I scoured them but couldn’t find the NBC exchange. Perhaps this particular debate wasn’t among the ones I searched.