1987.09.16 - Houston Music Hall, Houston, USA

Date:
September 16, 1987.

Venue:
Houston Music Hall.

Location:
Houston, USA.

Setlist:
XX: Welcome to the Jungle
XX: Paradise City
XX: You're Crazy
XX: Knockin' On Heaven's Door
(Incomplete setlist)

Line-up:
Axl Rose (vocals), Izzy Stradlin (rhythm guitarist), Slash (lead guitarist), Duff McKagan (bass) and Steven Adler (drums).

Next concert: 1987.09.17.
Previous concert: 1987.09.13.

In an interview in 1995, Slash would mention hiking to a show in Houston before they became famous, it was likely either this show or the one on December 5, 1987.

Here is the section about the hike to Houston:

"That, according to Slash, is exactly what "these two chicks” saw a few years back when they gave the not-yet-famous musician a lift to Houston.

“They had this car with no windshield wipers and it was pouring down rain,” the guitarist said from a tour stop with his side project, Snakepit. “Guns had just fired its bus driver while we were on a couple-day break and I went on to the next gig without them. They eventually showed up, but I was there first.”

Source: https://www.a-4-d.com/t4115-1995-04-30-the-galveston-daily-news-a-hitchhikers-guide-to-slashs-rock-n-roll-galaxy#16731

I have ruled out the possibility that it could have been on the December 5, 1987 show.