I don't think clubs/venues are at high risk of theft: you will almost always be near your instrument, there are always lots of people around, very likely there will be security cameras, and anyway a keyboard is not a very convenient thing to steal: big, heavy, with lots of stuff connected (cables, pedals, laptops etc). It's not something a thief can casually pick up, put in his pocket and nonchalantly walk away.
I am far more worried about what happens before/after the gig: cars, vans and load-in/load-outs. Any bag, case or piece of equipment left in plain view is a target for thieves and, in contrast to the stage, everything is already conveniently packed and ready to be taken away quickly and without being too conspicuous.
I try to always keep an eye on my stuff (I never leave anything in the car for extended periods, and of course I always lock the car and if possible, I don't park it in dark isolated places).
As for the brand and color of bags and cases, I don't think the average thief is an expert in musical instruments and evaluates if it is a Nord, Yamaha or Korg before breaking your car window
. I think the factors mentioned above are far more influential in the thieve's decision to steal something or not.