Watch full performance of former R.E.M. singer's stark take on Bowie's "Ashes to Ashes"
Wayne Coyne, Ann Wilson, Norah Jones, Brandon Flowers, Perry Farrell and Dhani Harrison also appear to honor former Beatle
The 11th annual Dylan Fest Benefit raised money for Sweet Relief
Singer covers the late Jackson C. Frank
Couple say that they will remain close friends