Q:"Is there a way to get all the events happening in one Venue, listed under that venue instead of the artists profile." A:"Yes, that should be easy, create a page. Pass that page the venue name and use the jrCore_list call to list all events at that venue."
Create a page
Add a page to your skin with any name you choose.
/skins/xxYourSkin/venue_events.tpl
So then, then that is clicked on it will locate the venue_events.tpl file, pass in "ss" (search string) which is used as a search parameter in the jrCore_list call.
That should work - just tweak it to suit your needs.
A newer method
If you have the Site Builder system installed, you can drag-n-drop this same functionality via a widget.