Lovely conversion of station to make hall.
The lighting is quite superbly done.
The music is generally of a higher standard here than at Teatro Municipal.
Booking tickets is a challenge.
The collection point for advance bookings is downstairs in the car park (perfectly safe before a concert)
The website sent me a message saying I had booked successfully, but when I got there the ticket was not ready - it turned out that payment authorisation had failed, so at least I had not been charged, and they sold me a (more expensive and not so good seat) on the door.
Don't worry about safety outside, so long as you have booked a taxi/uber in advance.
The police put one or more police cars outside with lights flashing, and do actually stand outside their cars to protect the audience getting from theatre to taxi.
Concert programmes may look short, but given encores, late starts etc, usually finish two hours after starting time.
They don't explicitly take orders for food and drinks beforehand for the interval, but one can achieve it anyway: queue up beforehand and buy vouchers (there is a price list, that E.g. sparkling wine is BRL25.
Then hold on to the vouchers until the interval.
Using them then you will be ahead of the people queueing at that stage to hand over their cash for tickets.
This was the only place I found postcards to buy in Sao Paolo, but the ones of the exterior are coated in plastic on the back as well, which makes it difficult to write on them!