So, now that you've asked this question, how can we answer it? "So," suggests a substantial turning point in the discourse, for example between describing a situation and reacting to change it. See Fattie's answer for good examples where the turning point is substantial because of the outrageousness of the situation. Less outrageous examples still have a substantial turning point:
As my students, you have worked hard and studied carefully. So, today it's time to party!
So now let me describe "So" without a comma. "So" suggests logical continuity, for example between describing a situation and its usual result. When possible, it would often be better to combine a "So" sentence with the preceding sentence.
As my students, you have worked hard and studied carefully. So I know you will pass the examination.
As my students, you have worked hard and studied carefully, so I know you will pass the examination.
I, The McGraw-Hill Handbook of English Grammar and Usage, and Grammatically Correct, 2nd Edition agree with you. "Before" in the first example sentence is a subordinating conjunction, not a preposition. It is a subordinating conjunction because it begins an adverb clause, "before the concert starts". The McGraw-Hill Handbook provides the following example:
I had finished my popcorn before the movie even started.
The Handbook indicates that "before" is a subordinating conjunction here. (And you'll notice that the sentence is coincidentally similar to the one you've presented.) Grammatically Correct also explicitly lists "before" in its list of subordinating conjunctions.
"Although he didn't know the answer" is also an adverb clause, so "although" is also acting as a subordinating conjunction.
"After the concert" is a prepositional phrase, unless the writer intended an understood (sorry!) "ends" at the end of the sentence, in which case the formation would be an adverb clause. As the sentence is written, however, the formation is a phrase.
"Out of the box" is definitely a prepositional phrase, as there is no verb present at all.
Lastly, I would also call "before" in the last example an adverb modifying "seen", unless the writer intended an understood "now" at the end of the sentence. Again, though, going by what is written, "before" is an adverb.
Best Answer
I see it as a preposition. Here’s why:
Subordinating conjunctions function as markers of subordination, whereas preps (inc "after") function as heads of the constituents they introduce.
Unlike subordinating conjunctions, preps have independent meaning ('an evident semantic content'). In the case of "after", it has a temporal meaning.
With items like "after" they uncontroversially occur as preps when they have an NP as complement, and there's no basis for assigning them to different categories according as they take an NP or a clause - or no complement at all.
Trad grammar has:
after the meeting: preposition + noun
after we arrived: subordinating conjunction + sub clause
I didn’t seen her after: adverb, no complement
This is just a matter of varying complementation, which is commonplace.
Compare verbs:
I know her father: verb + NP
I know that he's ill: verb + sub clause
I know: verb without complement
Or nouns:
a belief in God: noun + PP
the belief that God exists: noun + clause
her beliefs: noun without complement
Moreover, in all three constructions, "after" takes the same modifiers, e.g. a short while. We need therefore to distinguish "after" from the subordinators "that/whether", and then once we've done that "after" clearly belongs with all the other preps. For the record, Jespersen argued for treating "after" the same in all three constructions nearly a hundred years ago.