They first performed in the Salzburg Festival in 1936, not 1938, as portrayed in the musical, and not as a ruse to give them more time to make their escape, as portrayed in the musical. The musical telescopes many events and a long time frame into fewer events and a very short space of time.
The musical inaccurately portrays the group's performance at the Salzburg Festival in 1936, suggesting it was a ruse for their escape. In reality, they performed there in 1936, not 1938, and this event wasn't intended as a cover-up to facilitate their escape. The musical simplifies events by condensing them into fewer occurrences within a very short timeframe.