I wouldn't bother sneaking the DSLR unless you had good/floor seats. If you're any farther away, it will be too dark, too crowded, and too far even with a zoom.
Your best bet is to bring a coat/jacket with a pocket on the inside to stick your p&s in. They might make take your coat off to visually pat you down (you know what I mean) and will likely pilfer through your purse, but I've never had anyone search my coat at shows like that.
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