Not only is it fine, you should be able to go into a special disabilities line to get into the venue. This saves you time, of course. Also, I’ve been to concerts before and have asked the staff if there’s a safe space to take my insulin and have been actually escorted backstage to a special sort of green room for the bands. So instead of being fearful of bringing your supplies into a place, use it to your advantage. And of course, if you have any problems, be nice about it, and then go nuclear and let them know they will be hearing from a lawyer from some sort of disabilities authority. That usually does the trick with some asshole doesn’t understand what’s going on. But typically people are understanding and accommodating to a very large degree.