Thank you.

I also asked National Rail and they confirmed:

"I can confirm that the Off Peak Day Return is valid for travel on the date shown on your ticket. The return portion is valid for travel until 04:29 in the early morning on the following day."

Nice! Then we won't have to sleep at Paddock station. But are these special trains for the concert? What about return tickets? ("Return journey must be made the same day") Are they valid after midnight anyway? Otherwise, I guess it's better to buy another ticket in advance for the 0:25 tra...