Sound OK? No, not in the intended reading.
I thought you might have been at another concert hall.
I thought you might have gone to another concert hall.
I thought you had gone to another concert hall.
I thought you were at another concert hall.
The second sentence is particularly unidiomatic, in my opinion.
come almost focuses on the motion, whereas
get focuses on the arrival, and it's the arrival that's needed.
How soon can you get here?
Can/Could you get here fairly soon?
Do you think you could get here [fairly soon / in ten minutes]?
Can you get here within the next half hour (if you hurry)?
And probably a thousand other variants!
CJ