So... there is actually a very well-researched making-of for Blade Runner 2049... it's just not a documentary.
It's a book, written by Villeneuve's wife.
The Art and Soul of Blade Runner 2049 (Amazon link, no referral)
If you like the movie's visuals, I highly recommend you get The Art and Soul of Blade Runner 2049.
It's a photo companion book that has some incredible concept art from pre-production as well as behind the scenes stories from cast and crew. Well worth the price for such a great coffee table book.
Was looking through Amazon and saw this book about the concept art/production of the film. Thought it might interest you.
This is the one I have. Should have said Blade Runner 2049.
I'll probably bite the bullet and order it off amazon.com, they have it in stock now.
Edit link: https://www.amazon.com/Art-Soul-Blade-Runner-2049/dp/B075WB78NH
NECA Blade Runner 2049 Visual Art Book https://www.amazon.com/dp/B075WB78NH/ref=cm_sw_r_cp_api_OPp5zb9P6Y794
Edit: this book is incredible and provides detailed background into the world building process.