This footage is color film of the 1939 World's Fair, including the exterior TV stage at RCA (at 06:33) and the interior stage at GE (at 07:17).
While an area with many light reflectors is visible in the RCA footage, they are apparently using ambient daylight for the two women at the lectern. Note the viewfinder-less RCA camera.
The blue color of the GE footage apparently indicates that they used high intensity mercury vapor lamps. I have read of this practice, but this is the first direct evidence I have seen.
The same high levels of lighting needed for TV were a good match for the slow color film of the day.
https://archive.org/details/Medicusc1939_5