If it's just a normal will call sort of deal, the will call line usually opens up one or two hours before the show. No worries at all. If it's a meet and great package deal, I think they get in touch with you before hand to hash out the details. Just make sure they have a good means of contacting you even if you're in Europe; traveling email addy and a couple of phone numbers.
If it makes you feel any better, I flew to Germany without tickets to the show I was planning to attend when they didn't arrive on time. In fact, I've traveled to many shows without having the tickets in hand, and it's always worked out swell. The simple and highly reassuring fact is that you're only fucked if you can't scare up another ticket at a moment's notice, and that's just never the case. If the worst happens with these, you buy another one online from your hotel the day of the show and enjoy the concert. Worry about the refund later after your vacation. Given how they release tickets as the show approaches, you might well wind up with better seats.