During Marry The Night, Gaga brings fans onstage to dance with her, and when the songs done, part of the stage drops and they go underneath and backstage. That's what's happening y'all.
When she performs "Marry The Night" as the very last song, she brings up kids/teens/young adults to sing it with her. Then when it's over the platform goes down under the stage. That's what you're hearing and partially seeing. I doubt she knew anyone was recording.
