Don Satz wrote regarding the question of whether Horowitz recorded
Rachmaninoff's 2nd Piano Concerto:

>My reference materials say that he did record it with Coates as the
>conductor on a Biddulph recording - LHW 036.

Pretty positive he never recorded it, and don't think he performed it
either.  The Coates you refer to is the 1930ish recording of the 3rd.

JPrevite