Depending on how early you book, advanced tickets may be the cheapest option (and take a look for splits, might save you some money).
If you don't want to use advanced tickets, people with better knowledge will probably respond with time.
If advance tickets are being used, Avanti Superfare may be an option. These are very cheap fares, but you are not able to choose which train you travel on, only the date - afaik you can choose morning/afternoon/evening, so should be able to ensure arriving in time for the concert.
These would be available for the Manchester -> London (£20) and London -> Glasgow (£30), however are only bookable between 7-21 days in advance, and you would need a normal advance for Glasgow -> Manchester.
Alternatively, for a flexible option, you may want to consider the off-peak (£50.40, valid arriving Euston after 09:59, and returning after 08:45) or super-off-peak (£39.20, but very restricted, and probably not worth it in my opinion) return from Manchester -> London routed LnW/TfW only, and then combine this with a Manchester -> Glasgow off-peak return (£99.50 routed via Carlisle, and essentially unrestricted). This would require travelling via Manchester on the London -> Glasgow leg and using the TfW service to/from Crewe and LnW to/from Crewe to London and would come to ~£140 - £150 total.
If you wanted to save some time, you could travel on the LnW service to Crewe on the return, stop short on your Manchester to London ticket and buy tickets Crewe -> Carlisle off-peak return (£80.20, routes via Preston and again essentially unrestricted) and Carlisle -> Glasgow off-peak return (£30.90, and only valid after 09:00, if you needed to travel beforehand, the almost unrestricted off-peak return from Crewe to Glasgow would be cheaper than a combination at £130). This option would come to ~£160-180, and would still probably be significantly slower than direct Avanti services.
For an itinerary that allows the use of the fastest services, I can't think of much better than what was suggested above - off-peak return Preston -> London (£110.70 valid arriving into Euston post 11:29, and not valid leaving Euston between 15:00 and 18:45, so significantly more restricted than the LnW/TfW option), off-peak return Preston -> Glasgow (£89.40, essentially unrestricted) and anytime day single Preston -> Manchester (£14.50) giving a total of ~£215.
Anytime tickets all seem extortionate, so I would not recommend them unless you really can't avoid it. And, of course, someone may well be able to advise of better options then I can. At any rate, in my opinion normal advances (not Superfare) would still be likely to be better value than all the flexible suggestions I made.
