I've seen a couple reports that it came from the
arena's bar areas. Whether it was that or the
rail station, an explosion outside of the bowl might explain why video hasn't surfaced yet from someone who was filming the concert.
Can't say I've ever been fearful of this myself but between this, the Bataclan attack, and some of the other recent high
profile attacks it appears loaded performance, sports venues, and outdoor festivals are becoming likelier targets than they used to be.