Why didn't Marilla want Anne to spend the night with Diana or attend the concert? What catastrophe followed the concert?

From the text:

"You can calm down then, because you're not going. You're better at home in your own bed, and as for that club concert, it's all nonsense, and little girls should not be allowed to go out to such places at all."

After the concert, the girls get into trouble while wildly running around the house. The catastrophe is their "pouncing" upon Diana's Aunt Josephine.