I think you have a lot of fear and anxiety about your daughter having some independence, which is pretty common, I'd imagine. I know my son is only seven and there have been a few events I've had my own anxieties about-- but I knew the adults and let him go anyway because I knew my own anxiety would likely be of more harm to my kid than the real potential for *actual harm*.
I think having a chaperone is fine, but it's also wise to make a standard back-up plan with your daughter about 'what to do if'.... My mom and I had that sort of plan. I graduated at 17 and had two incidents where I needed to call my mom. One, my friend ditched me at an all-ages nightclub to leave with her abusive ex-boyfriend-- she and I had an argument about this and I lost my ride home. The buses had stopped running. Mom wasn't happy, but she came and got me.
The second time, I was on the bus home and witnessed a horrible motorcycle accident which was likely fatal. I needed someone to help me deal with it; it was terrifying.
Neither of these incidents happened at a concert. I mention this because I think if we get overly focused on one aspect of our kids' independence, we miss those other times when our kids really DO need us. I also attended a lot of concerts as a 17 year old (working full time, btw, and paid for my own tickets-- please heed B and Mira's suggestions on this) and NEVER got into a situation which warranted needing adult intervention or emotional support.
Life is going to happen as it does. What I would say to my child to help them understand MY worries? Nothing. They are MY worries and I shouldn't make my kid anxious by projecting my fears onto them. Instead, I teach 'well, this could happen-- what would you do?' and then listen to their plan. At this age, the conversations should be more about safe practices and being street smart. Because if she has this much liberty at her dads as you say, those conversations should have been happening a long time ago.
Base concert privileges on very real things, like displayed responsibility, keeping up grades, helping around the house... noticing aloud the good choices she makes will also give her better direction instead of only focusing on the problems.
One thing I like to keep in mind is something the late musician Frank Zappa said, and I'm going to paraphrase.... when he was asked if he was concerned that his kids had seen people drunk or under the influence of drugs, his reply was that they HAD seen it all, and were disgusted by it. Sometimes, kids really do pick up on the fact that drinking until you puke is gross and that doing drugs can make one do stupid, dangerous things. Sometimes, a little chaperoned exposure can be a good thing, so they know "oh, if I do that, I might end up doing that other thing, no thanks".
I say it so often, I should have a tee shirt made-- balance is everything. Let her pick and choose which shows she really wants to go to, make sure she has ways to earn the money, and worry less about what she will see-- instead, teach her how to make smart choices. I was able to call my mom for help in part because I knew she wouldn't be mad at me or rub my nose in it. Stuff happens. Prepare them for those eventualities.