Hi,
Thanks for the interest in the Events Calendar Pro
I can help answer your question. It is not going to be possible to create one Recurring Event to handle all the different times and days. You could use the custom recurrence to group the together the different time periods. So you would create a Recurring Event with custom recurrence set to weekly and choose Tuesday, Wednesday, Thursday for that. Then you could create another one for Friday and Saturday Shows.
Here is a more detailed look at custom recurrence to see if it will work for you.
https://theeventscalendar.com/pro-2-0-a-detailed-look-at-custom-recurrence/
Let me know if you have any follow up questions.
Thanks