That might have been true earlier in the game, but now with “gay pride” being a media darling, should the Westburros want to show up at one, they’d get noticed all right. They’d probably be the center of a highly publicized fight.
Possibly. Another reason why not to go into the enemy camp, so to speak. You'll notice that in all their other activities they announce it well in advance so the police can plan on a line between them and their target. That'd be hard to do at a Gay Pride event, and while the Westboro Baptist mob may rejoice in the death of others they aren't to pay the ultimate sacrifice for their own cause.