The last time the official soundtrack was released was 2001but the Queen album is great.
You will never find the New York, New York song.
"Few people understand the psychology of dealing with a highway traffic cop."

Thank you.

There is no official soundtrack for the first film. Only official release was Highlander:The Original Scores, that has some of the music from the first film along with the scores for part 2 and 3.
The Queen "Its a Kind of Magic" album is the closest to the rock songs featured in the film. There's even a few clips of movie dialogue inserted.
The complete Kamen score is out there online. It's the closest to a complete collection of musical cues from the film.