You have luck, I also have Zoom H2 so I can tell you my oppinion.
1. At first as you might have noticed, there are several built in options (AGC/COMP). Dont use them, there is no need.
2. I prefer having LOW CUT on, it sounds much better.
3. Hoping you have bought bigger SD card, because the included one cant handle big bitrates (96kHz WAV). And also have in mind that the recorder has 2GB max file size, so calculate how long the concert will take and than decide if you want to use 48kHz (1 single file less than 2GB) or 96kHz (you will have to split recording, so you will need like 1 min pause during the show).
4. I prefer using back pair of microphones because it has 120-degrees angle. But if you have external core mics, even better.
5. Never adjust recording level higher than 100. You can always edit that later on pc without risking any quality. And ofcourse I suggest using low gain setting.