Oh, sorry for not replying sooner. My inbox is a mess. I know some organisations have these kind of retros. The idea is to evaluate an entire release (not just a sprint) which can span multiple sprints. Although not formally a part of scrum I think it can be good to take a step back and try to look at the big picture. Sprint retros can be pretty narrow in context. Some invite stakeholders, management etc. and evaluate the collaboration in the entire organisation. If anyone has these kinds of retros I'd like to hear your experience. How are they conducted, are they valuable etc.
We did it once and it was done by each individual group separately i.e. scrum teams, scrum master, POs and Program management team. The each individual group's findings were available at a shared location for everyone