Deb,
Unfortunately there are a couple of contradictory points here .. cheap and Monte-Carlo tend never exist in the same sentence unless the word nothing is also present.
You best idea price wise would be to stay outside of Monaco and get train/taxi in and out. Given the time that the concert starts you could perhaps make an all-nighter of it ( mond you that might cost as much as a hotel room )and then catch the first train out in the morning.

Also ... in connection with your Azores question it might be an idea to see if you have an interline agreement with Portugalia as they fly LIS-NCE direct otherwise you may need to connect.