This concert was in Moscow, Russia. The fans held a flashmob during another song/interlude called "Wisdom, Justice and Love", where they held up signs with those words from the song title. The band really loved that, and spoke about it afterwards as something special, to have fans do that.
The Red Square is in Moscow, Russia and this was done during their work on the transformers Movie/Promotions. Its mind boggling that Its such a stark contrast to the geopoltitocal climate that we have now. Some channels for reactions will go a bit crazy with how they insert their reactions but you have figured out a good balance and its always fun to see someone discover something different. 🙂