If you must attend these events, you need to organize an escort group who stay outside the arena and wait for your pickup call. That group must be discreetly armed with concealed weapons which will definitely not be allowed inside the venue. These are not necessarily firearms.
While they wait, they must be as inconspicuous as possible, and avoid notice or any confrontation. Their task is to await the pickup call. On the call, they gather at a rally point and meet their charges and begin escorting them to safe return points.
Excellent suggestions..