Cabaret and Gatsby will definitely be open in March. I’m not as sure about Back to the Future, though it could very well be open then.
I’d keep an eye out for Operation Mincemeat, Dead Outlaw, Next to Normal, and Buena Vista Social Club, and I would definitely try and see Gypsy and Sunset Boulevard.
Id recommend Great Gatsby, Back to the Future, Cabaret, Tammy Faye, and Sunset Blvd. I doubt water for elephants is still running, but Smash might be running at the time.