Last week, it was revealed over 6,000 police had been assigned to protect the quintet in Colombia to keep them safe from gun violence and kidnapping threats.
A source said: "No risks are being taken. The dangers in some of these countries are very real and that's why management have arranged the world's best security teams.
"There will be no wandering into the city for partying or sightseeing anywhere deemed dangerous - and Colombia is definitely dangerous."
The band were escorted to and from El Campin stadium by police with a convoy of security vehicles and a team of more than 200 guards at the stadium.