We stayed at Branson Musicland CG in April, and we were able to walk to quite a few restaurants and attractions. I don't recall the specific theater you mentioned, but I can say that BMCG was pretty nice with friendly staff and clean facilities. We loved the location and even extended our stay by one day.
I was thinking, and I could be wrong, but "Pea Patch" CG is right behind a store/restaurant on Route 76? It would save that walk up the hill from Music Land?
"SIX" is a Great show and as others have said, there is a CG across the street near the intersection of 76/65 routes. We were just there for a month, 21 shows in 30 days and all Excellent!
We stayed at the KOA and took their shuttle to all the shows. They picked us up at our site, took us to the show, picked us up afterwards and brought us right back to our site. Rain was pouring down and I was very glad that we didn't walk.
We frequent Branson but I'm not the last word on this. Walking is always available to you but be advised you may not always have a sidewalk. If you have daylight it's less of a concern.
I agree you could walk from Musicland to the Gilley theater thru the back parking lot. Not real far. And not necessarily an easy walk. And not something to do in bad weather. There is a sidewalk along Gretna.
Actually, if you cut across the parking lot, Branson Musicland Campground is within walking distance. Might want to look at it on Google Earth, and make reservations ahead of time. It was hit quite hard by the tornado several years ago, but appears to have been restored very well.