Hello Christian and welcome to the Cow Audio Forum
Over the ear headphones may still be open back. (vents in the back of the headphones that let sound in).
Closed back headphones like the Sony MDR 7506 or Audio Technica ATH-M50 provide more isolation.
In-ear phones like the etymotic also improve isolation.
Which headphones do you have?
Point #2: Are you recording audio to camera with the on-camera mic?
I don’t know anyone who has had a lot of success with trying that in a live venue. You do get the music, but it doesn’t sound good because you’re mostly recording PA sound and when you move so does the sound field.
Even without PA, you’ve got problems if you’re not using mics and a mixer feeding a camera.
Check out my YouTube link below. One mic on me, one on the guitar, to a mixer to the camera (and in this case) firewire to an apple laptop.
What are you recording?
Regards,
Ty Ford
Want better production audio?: https://home.comcast.net/~tyreeford/AudioBootcamp.html
Watch Ty play guitar: https://www.youtube.com/watch?v=4RZJ9MptZmU