First I have to say I love the widget. I use it on my site here http://sosimpull.com/artist/ . The issue I have is pretty random. The widget works and will work for a bit, then out of nowhere it will just stop working and bug out my entire application. The way to fix it is I go to the songkick widget's setting page and just click re-save in the area that you set your songkick developer API key. It is like it is losing my API key randomly and re-saving it makes the application remember the API key. The key always stays the same I don't even have to copy it into the space I just hit save.
I use the shortcode:
echo do_shortcode('[songkick_concerts_and_festivals songkick_id=' . $artistRow['artist_songkick'] . ' songkick_id_type=artist]');