Brilliant.
This is politics. You gotta play the game.
Call the DJ! Talk to him live! Just thank him for having you out and for supporting local music. Tell him you have nothing to do with your fans' reactions.
DO NOT handle any of that part through social media. If you do you risk pissing off both sides again.
Once you talk to the DJ and smooth things over, then you thank your fans for their enthusiastic support and congratulate the winning band again on social media. Then DROP IT. DO NOT reply to any fans PERIOD. Let it die down. Two weeks from now nobody will care.
My goodness, I think this is CoA most effective, right here.