I've volunteered at Pride a few times, been to more, and honestly I tell people if they're in those events and are in danger (like someone is following them or they feel scared after an incident) to look for drag queens and go straight towards them.
I have personally witnessed how militant they can be when it comes to protecting weaker folk, and some of them are RIPPED!! I don't really know exactly what the reasoning behind it is, though in my experience they'll keep you safe.
Few things have brought me more joy than watching a 6'3 empress carry a shitbag out by their belt with one hand, and tossing them to the sidewalk and calling out 'If this fine young man has any friends, you better come get him before I gotta pass my wig to someone.'