Anybody with an understanding of the string world would know how to wait outside after a concert to take the violin. Anybody with any knowledge of the hall itself would know where they musicians come out after concerts.
Concert folks all dress the same. You're looking for an unknown face in fancy dress. I'm almost betting a man and woman with a very full dress.
Now how hard would it be to put a GPS finder in the case. Who knows...it may have one.
FBI says till in Milwalkee...likely red herring.