I would think that, indeed, you would have to indicate that audio file’s new location (in your laptop drive’s) to the Playback, otherwise Mainstage’s plugin won’t find same. But for clarity sake, what do you mean by "without losing the path"?
IIRW, Concert is at the highest hierarchy level, encompassing songs, which encompasses patches, which could be grouped into sets… Depending of the circumstances, if that fulfill your needs, there is no restriction in that configuration. Patches/channelstrips that are located in concert level will be available for all songs.