The Sheffield Telegraph report on the fire reveals how, at first, the audience, 'accustomed to expect the unexpected in Lafayette’s shows', assumed the fire was part of the act. The stage manager then instructed the orchestra to play the national anthem as the fire raged to allay the audience’s fears and prompt them to stand and file out of the theatre to safety in an orderly manner. No members of the audience were killed, but, in the light of the role played by the orchestra, it is interesting to note how, amongst the victims of the fire, there were several musicians (including a ‘trombone player’, a ‘double bass player’ and ‘cornet player’). The African lion (who formed part of Lafayette’s final illusion) and a horse (who had appeared earlier in the show) were also killed.
See Chris Hobbs' excellent Sheffield history website for more information on the story of The Great Lafayette: https://www.chrishobbs.com/sheffield/greatlafayette.htm