I’d like to have all Event Detail URL’s (ie. More Info links, Clicking the Event Name in Month View) take you directly to the external EventURL, if provided. If not, it will take you to the existing Event Detail page.
I could do this myself by editing your templates but I didn’t want to mess anything up if there was a plugin update.
Sounds like you’re on the right track: you can safely edit our templates by using template overrides, which is explained in our Themer’s Guide (and for added safety, you could do so from within a child theme). Does that help?