I went to a concert with my Sony A200 (£200 DSLR) and some overpowered woman came over and removed me from my seat and took me downstairs in the lift to hand my camera in. They demanded to see my photos but didn’t make me delete them. I was given a ticket to reclaim the camera and missed nearly 20 minutes of the concert. Really annoyed at the time because they could not give me any T&C’s etc as to why they could do it.
I cant remember where I saw it but when I got my Jovi tickets I was sent (in email or post)or perhaps read on the site that the o2 only allow up to 35mm Cameras. Anything bigger and they wont let you take it in.
Clearly you may get away with taking it in but you may then find that you miss a few of your favourite songs and then spend 30mins at the end trying to get your DSLR back.

Probably not worth it tbh.