Quoth Ascenray:
It’s my understanding that oral contracts are perfectly legitimate, so long as there’s no dispute between the parties to the contract as to what the contract was. And it looks like, in this case, there’s no dispute between the OP and the band.
The question of whether the videographer has a copyright is kind of irrelevant to the situation here, though, anyway. Regardless of whether the OP has a copyright on the recording or not, the band certainly has a copyright on the performance (and the songwriter also has a copyright on the song). So if the venue owner wants a copy of the recording, he’ll still have to get permission from the band, in any circumstance. He might (or might not) also need the permission of the OP, but that doesn’t matter much here, since it looks like the OP is willing to give permission.