How should I have handled this situation with my dad?

It sounds to me like you are a highly intelligent young lady..you know in your heart that your friend is wrong, your dad loves you & wants to protect you whilst still letting you enjoy the things you love doing! Dont spoil such a wonderful relationship for the sake of a friend who hasn't a clue what respect or love means. Enjoy your concerts with your dad, it will be a memory you can treasure forever :)