Aidan was late to the Warpaint show. “I had to deliver fucking paint,” he said. Thalia Hall, Sept. 30, in Chicago’s Pilsen neighborhood. Warpaint on tour in support of their new album “Heads Up.” I was there first. After a few trips up and down 18th Street I found a free parking space just a few blocks away from the hall in front of a liquor store called “Trebxl Liquor’s.” At least that’s what the sign said. Apparently they have low prices and only accept cash, and have interesting spelling. As I was walking past the alley next to Dusek’s Board and Beer, which is in the front of Thalia Hall, I could hear the sounds of Warpaint’s “Undertow.” I was running late because…