nothing should change about the first show except for maybe starting it a wee bit earlier (support on a little earlier, compressing the time in between support and headliner) and giving you less time to hang out afterwards, which you don't want to do anyway because of the "miserable git" in the backbar.
i think you are greatly underestimating the talent of a band that you seem fairly fond of by implying that they can't pull off two shows in a night. i've seen it done plenty of times. it's really not that big a deal.
isn't it fairly common practice in theater to do matinee shows followed by the regular performance on weekends? i'd say that's a fair analogy to the situation at hand.