If'n I were you, I'd try it also without the sweater. At a SRO concert, it can get hot in a hurry, what with the lights, the people, the movement.
It'll be secure if you feel it's secure. If you're comfortable with the understanding that in a crush someone could be pushed up against you, and that person might have the suspicion what he just felt is a gun, and he wants to challenge, etc. That's a mighty lot of "if" strung in a row.
But I'm no expert on 'bama law, so whether it meets the law is not my forte. I'd think it'd be secure, though.