frankly, i think this law is bullshit, but it has been tested on constitutional grounds in the past and survived. but that is a different issue.
the law definitely contemplates the 9:30 Club. the statute defines an "establishment" as "any privately-owned place of business operated for a profit to which the public is invited, including, but not limited to, any place of amusement or entertainment." your question with regard to risk is really a two-parter: 1) what does the law contemplate, and 2) what can you get away with.
with regard to the first, the law states that a "minor commits an offense if he or she remains in any public place or on the premises of any establishment within the District of Columbia during curfew hours" -- "remains" being the operative word with regard to your question. it doesn't matter that you entered the club before curfew hours. you break the law by staying. the law also states when the establishment has liability, but that too is a separate issue.
with regard to what you can get away with, the statute lists a series of defenses that have no relation to attending a concert. but, a cop can't do anything to you until he or she specifically asks for your age and your reasons for being out during curfew hours. in the end, it is a roll of the dice, like drinking underage or doing anything else for which there is an age limit. that said, enforcement of the curfew laws has not historically been anywhere near as stringent -- not that i would ever advise you to actually break the law (nudge, wink).
