Yes you can drink while carrying either OC or CC. While carrying in NV you are legal up to .10 BAC. You can even walk into a regular bar and have a beer if that's your choice. As you already stated, it's never ever not ever a good idea to get blotto while carrying.
The "No Guns Allowed" signs carry no weight of law. They only demonstrate what the business wishes their patrons to do. If discovered, as in AZ, all they can do is ask you to leave and you must comply. Of course, they can kick a person out for any reason as they are private property and can set all the silly rules they want.
Enjoy your vacation!