This is about as bad as it can get. The stage uses multiple colored lights. Red, blue, green and yellow, etc. Add to the fact the auditorium is totally dark and the stage is very bright. Still I use auto WB and adjust it in post because I, 100% of the time, shoot Raw and post edit.
If the lighting is not changing and the camera is on a tripod, then one can place a gray or white sheet of paper in the scene and make a photo that will be used later for the white balance of the other photos, or even use it in the camera to set a custom white balance. If the photo is to be cropped during raw development, then the eye dropper tool may be used to set the white balance from the gray or white object before cropping it out of the photo.
I hope this might be helpful.
John is correct again, "...shoot RAW and adjust in post if necessary."
Stop over thinking your stuff so much. Learn how to post edit. Shoot Raw and do all that correction stuff in post. Like the above poster said us the eye dropper tool and set WB wherever you want it. You don't need any grey add-ons most of the time as something is almost always 18% grey in photos. Even if there is not all it needs to be is close because you can still tweak the 18% grey sliders to suit your liking.
I leave my 1DX on auto WB about 99% of the time. I don't care where or what I am shooting. It stays on auto WB. One more fact, Canon's auto WB is pretty darn good.