Howl,
1. I would mark all up as a food establishment. Under menu/cuisine where you serve no food I would simply put an alcohol menu or link or on cuisine put we server beer, wine, tequila. etc. The reason is this: you are using schema because it is good for you and the search engines. Within the various schema are other properties. So for FoodEstablishment there is ... Bar or Pub. A bar or pub is a food establishment. So is an ice cream shop, winery, brewery, etc.
2. This is the page url. For me in Houston... http://www.howlatthemoon.com/locations/location-houston
3. I suggest you put in your own review schema and make the site where your customers can review you. Why would you want to serve yelp?? What do they do for you? Your site is using Joomla and with a quick check I found several review plugins you could utilize to make life simpler. We do not use Joomla as much but we often use a review plugin with our WP sites. And, it passes the markup test with Google.
4. Opening Hours - Here is the schema for opening hours. Pretty easy. If you look at the bottom of Local Business, you will see what will or will not work.
5. Here is the actual event schema from Schema.org
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Upcoming shows
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<div< span="">itemprop="event"itemscopeitemtype="http://schema.org/Event"></div<>
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<a< span="">href="foo-fighters-may20-fedexforum"itemprop="url"></a<>
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<span< span="">itemprop="name">FedExForum</span<>
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<span< span="">itemprop="location">Memphis, TN, US</span<>
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<meta< span="">itemprop="startDate"content="2011-05-20">May 20</meta<>
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<a< span="">href="ticketmaster.com/foofighters/may20-2011"itemprop="offers">Buy tickets</a<>
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<div< span="">itemprop="event"itemscopeitemtype="http://schema.org/Event"></div<>
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<a< span="">href="foo-fighters-may23-midamericacenter"itemprop="url"></a<>
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<span< span="">itemprop="name">Mid America Center</span<>
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<span< span="">itemprop="location">Council Bluffs, IA, US</span<>
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<meta< span="">itemprop="startDate"content="2011-05-23">May 23</meta<>
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<a< span="">href="ticketmaster.com/foofighters/may23-2011"itemprop="offers">Buy tickets</a<>
So, you are going down the right path, I have never been to Howl in Houston but will check it out.
Best,
Robert