Weird as that sounds it might actually have gone down that way. That theater was know for people showing up in costume and sometimes firing pyrotechnics during the late shows. However, it is just as likely that the shooter bought his ticket, walked in and sat down. When the lights were dimmed he walked to the front of the theater and left through an exit door jamming a match book or some such into the striker plate of the lock. With the lock defeated he walked to his vehicle and dressed in his ninja outfit, gathered up hid weapons and ammo and returned to the now dark theater through the unguarded exit. At this point he threw his "distraction" devices and started shooting. I strongly doubt that he had tear gas grenades as CS & CN are barred from civilian purchase. I expect that he acquired some smoke markers which are available as survival/rescue items carried by hikers and campers.
Regards
GtG
Another one of those things you can get online rather cheap with only an age verification. They aren't the police grade, but they are available to civilians.