The incident happened around 4:45pm UK time (8:45am in California), as the group set off for the opening date of their tour, in nearby Sacramento.
They had stopped at a Starbucks for breakfast when a passerby alerted them to the robbery in progress.
“Somebody opened the door and was like, does anybody have a white Sprinter van? Because you’re being robbed right now,” drummer Al Greenwood told the BBC.
“So we all ran out, shouting. Lauren, our tour manager, was slightly ahead of me, and somebody else ran past us in the opposite direction, and said, ‘Careful, he’s holding something.'”
“I really thought I was about to watch someone get shot, because it took a while for our tour manager to realise,” she added.
“In the video, you can hear me screaming at her to get down.”