Not one continuous run. At least according to fox news.
Thinking about it more, that definitely makes sense.
That would have been a logistical nightmare to keep those streets closed, the entire course, for a day or two of practice + filming.
Street circuits for major racing events usually aren't major thoroughfares, or they've they are to receive so much money that it's all worth the planning nightmare in the end.

Block and associates probably aren't throwing down what ALMS, Indy, and/or F1 would produce in revenue for the event.
And a whole day of testing plus filming would be hella terrible for any single driver of any racing event type - it's a mind and body torture test and exhausting, especially when throwing that type of pain/punishment of rally, jumps, and pavement into the mix!
I don't doubt some of the previous Gym circuits were filmed in a single pass - but I do have a feeling even Gym 4 was pasted together from multiple takes/segments.