I'm going to take a stab at this with more details. You said a decent shot "that is not blurry is when the lights come up." Within your own statement lies both the problem and the answer.
In order to get a "good" image that is "sharp" (eg: not blurry) there must be sufficient lighting for the subject matter at hand that you're trying to record for a still image. Blurriness is caused by two major factors.
First factor is the "subject", in this case, the band members playing their instruments and moving around. The subjects are in constant motion, such as the drummer playing the drums, guitarists thrashing about. The second factor is YOU, the photographer, and your ability (or inability) to hold the camera steady enough to record the action without blurring the image. Given these two factors that cause motion blur, the camera settings need to be appropriate to freeze the action so as not to have blurred images from either factors that can cause blurriness.
There are 3 primary factors that when combined together will produce an "exposure" that will hopefully give acceptable results: 1) Aperture "f" stop setting, 2) Shutter speed setting, 3) ISO setting. For your particular scenario of a low light environment trying to photograph a band in motion, you need to have your aperture setting at the largest "f" stop opening. Your shutter speed needs to be sufficiently fast enough to stop the motion of the band members moving. The ISO needs to be high enough to compensate for the low light scenario.
Here's a concrete example, using my Samsung S9 phone:
1) Open camera app
2) Switch to "Pro" mode (not "Photo" mode)
3) For "ISO" setting, change to highest setting (eg: 800)
4) Click on the circular icon for the Aperture/Shutter setting, and click on oval circle to get "F1.5" setting, then click on horizontal sliding scale to change the shutter speed setting to something faster such as "1/125" to stop motion.
With the above settings, start taking some pictures to experiment to see if the above combination of exposure settings will produce the desired results that you like. If not, make any necessary adjustments. You will probably need to make constant adjustments to accommodate changing lights from the stage.
See attached screenshot from my own S9 phone as an example for the settings described.
In summary, the problem is not with the camera, although granted a cell phone camera is limited in its ability versus a "real" camera such as a D-SLR, etc. The problem is technique. You need to understand and apply the proper technique of photographing a band in a dark-ish environment to produce results that are acceptable.
By the way, do NOT, repeat do NOT turn on your flash on your phone camera. The tiny flash will not reach the subject matter and will make matters worse. Also, try to MINIMIZE the use of camera zoom, as this will make things worse for both exposure and blurriness. In other words, do NOT use the zoom feature, but instead try to physically get up as close to the stage as possible.
Practice makes perfect, keep trying and keep making adjustments to your exposure settings until you obtain the results you like.
If all else fails, go ahead and spend over $20,000 for professional level Digital Single Lens Reflect (D-SLR) cameras, like I did. But I digress.
