If you're going to be relying on cell phones to communicate with each other be aware that you'll have issues. The local cell towers will be overloaded.

I'd bring the SAK even if they're not allowed frankly. Find a place to hide it on your person. They're not illegal. Bring it in your checked luggage.

I'd buy a couple of cases of water and keep it in your van, it's a long drive from Las Vegas to Coachella and it's all in the desert. Use it replenish your water in the morning and at night, you'll be buying water during the day as they most likely won't let you come and go to the parking lot.