BandHelper wasn't designed for the workflow of checking availability for an event before it has really been offered, although now that you mention it I can think of scenarios where that would happen. Probably the best solution is to not mark an event as Confirmed until it is really decided on both sides. Usually an unconfirmed event means the band didn't accept it, but it could also mean that the venue didn't accept it. Events that are not confirmed will appear in italics with parentheses around the name, and won't trigger reminder notifications. You might have to show this to your bandmates to make sure they know what an unconfirmed event looks like.
The only thing ambiguous about this is whether an event is unconfirmed but you're still working toward getting it confirmed, or unconfirmed and expected to stay that way. So depending on how far away the event is and how much discussion happened around it, I might simply delete it. If it's six months in the future and wasn't discussed at length, I'd just delete it so it isn't hanging around generating questions for six months. If it's two weeks away, I'd be more likely to leave it because once the date has passed, bandmates won't be looking at it anyway. Or if it was discussed at length, you could leave it because everyone will know what happened with that event.
While not literally accurate, you could also mark the event as cancelled to be extra clear. Cancelled events appear in a faded style. Usually a cancelled event means the event was accepted on both sides and then one side revoked their acceptance. But from the band's point of view it doesn't make much difference if the venue had really offered it in the first place -- it just matters that it's definitely not happening and the schedule is clear again at that time.
I don't think a new status would be helpful because I don't know what you'd call it or how it would be displayed that would distinguish it from unconfirmed or cancelled events. From the band leader's point of view, if you want more detail about what happened, you could use the Notes field, or add a custom field if you're already using the Notes field for too many other things. But in most cases, the band just needs to know if a date is booked, potentially booked or free.