Well with piano naturally comes theory given my lessons were based on reading and playing music, so in that regard I've studied music, I've also just done a diploma of music, but that wasn't very theoretical - more performance based, the theory I know largely comes from a combination of my piano lessons and my own research.
I imagine that violin player was incredible, the intonation, phrasing and dynamics were spot on from what I heard. Bands are indeed difficult things, I've played in a few, currently playing in two, one is a pretty generic hard rock band I play bass for and the other is a pretty psychedelic alternative band I play keys and do a bit of vocals for. It's the most fun you can have, especially when you play with good musos but the personalities drive me up the walls sometimes.