Eu ando a ensaiar uma canção para o concerto de sábado.

In European Portuguese, andar a + infinitive highlights an ongoing or repeated activity. It often implies you’re spending time on something right now or over a period:
• Eu ando a estudar muito = “I’ve been studying a lot lately.”
It’s more about the process than a single action.

Both are correct, but there’s a subtle nuance:
• estou a ensaiar focuses on what you’re doing at this exact moment (present continuous).
• ando a ensaiar underlines that you’ve been spending time rehearsing over a stretch of time (habitual or ongoing).
In casual speech they overlap, but andar a often feels more iterative.

In Portuguese, you normally need an article before countable nouns:
• uma canção = “a song.”
Saying ando a ensaiar canção without any article sounds ungrammatical. If you have a specific song in mind, you’d use the definite article: a canção.

Both are possible but shift the perspective:
• ensaiar para o concerto means “rehearse in order to prepare for the concert” (purpose).
• ensaiar no concerto would mean “rehearse at/in the concert” (location), which doesn’t make sense here because you don’t rehearse during the actual show.

You can omit the subject pronoun in Portuguese because the verb ending already tells you the subject. Both are correct:
• Eu ando a ensaiar… (emphasizes “I”)
• Ando a ensaiar… (more natural and common in conversation)

In Brazilian Portuguese, people typically use estar + gerúndio for ongoing actions:
• Eu estou ensaiando uma canção para o show de sábado.
They might also say Eu estou praticando uma música para o show de sábado, using praticar (to practice) and show (instead of concerto).