Often times when artists perform live, they have additional musicians on stage with them. These are commonly referred to as "touring musicians" or "backing musicians."
There is currently no good relationship type to describe these musicians (which can be individuals or groups); "support act" generally refers to opening acts and "guest performer" usually means a one-time appearance.

Example of such a relationship:
Richie Scarlet was a backing musician for Ace Frehley at Ace Frehley at The Paramount
Ace Frehley had backing musician Richie Scarlet at Ace Frehley at The Paramount