of Dr Jekyll and Mr Hyde, broadcast on Radio 4 on November 19 at 14.30 p.m. is nowhere to be found through search. Where's it gone?

Looks like its here...
http://www.bbc.co.uk/programmes/b082sz7r

It's there in the search but oddly hard to refine the search...

get_iplayer "drama"

so...
get_iplayer --pid=b082sz7r

Hint: you can search on the episode title as well. See docs.