Your HCP ought to stay in the wallet unless a cop asks for it, or you need the ID. If someone asks about carrying, a short explanation is best. (Get them to ask specific questions, like can you? Which you point out that you legally can.)
As for asking about policy, don't. Explaining that because there is no sign it is legal was about the worst thing you can do. You just told an anti how to make it legally binding. If you want to write a letter about it, a "Here is why I won't be back" in which you explain how you took the safety course, paid the fees, passed background checks and just wanted to watch a movie but were harassed by employees is the way to go. "I am an honest Joe, and because of the way your employees treated me, I won't be back" is something business people understand.
Lastly, I know of the Rave, watched a movie there myself a while back. The place is run by fresh out of high school kids. They don't know much about laws (any laws), which is why (as noted earlier) brief explanations that to direct questions is the trick. Not everyone gets a long form education. Sometimes the basics need laid down.
To give specific advice to you, at the concession stand when he points down stating you can't have it here, a knowing smile, a shake of the head, and telling him Yes, you can legally have it there, you are one of the good guys, is sufficient. It is all I do, and it works extremely well. (Just a FYI, I live in this area, am 24 myself, and remember being 21 and new to carrying. You need a bit more confidence buddy, I state that last line as based off your quick desire to show your permit to anyone. Act like you don't have or need it. Why confidence? Because people can see it. If you walk like you belong there, with the gun on your hip, people accept that without question. Confidence matters!)
Also worth noting, on your edit you mention scaring customers. That confidence I talked about? People are not afraid of a confident armed man. An armed man who is nervous on the other hand...well, I think you can draw the lines.