You're not being very open to people's suggestions in this thread. I'm not sure why you made a post asking for advice if you were just going to dig your heels in.

It's good to be supportive obviously, but you are a the parent and need to have a little bit more awareness about things like this. Even if your kid didn't suggest it, it makes way more sense for you to just give him a ride than to tag along and you should have recognized that. No teenager wants to go to pride with their mom and little sister. He is only 15 and dealing with something much more complicated than most teenagers have to experience. It's very understandable that he's not always going to articulate his feelings perfectly or even know what he actually wants. That is when your own age and maturity is supposed to step in and help.