What's the protocol for when the door's open for the show? Do people take separate entrances based on their section? Also if you don't have a bag do you still go through security?

No they dont and yes everyone goes through security!

Everyone goes through security. There is an upstairs and downstairs entrance. It's not really that large of a venue. Maybe twice the size of a large high school auditorium.

Yes u go through security, a walk through and open of the purse, not that serious.

One entrance multiple doors,everyone must go through security but they have one door for no bags

Yes and yes.

Once inside there is a floor entrance and stairs to the upper level yes you do go through security.