This is an interesting question - I have not tried splittng the concurrent visits measure before.
I would create the BT as follows:
Bt Type: Visit Based
Result: Concurrent Visits Measure
Split: Create a new "Web Request - Header Value" type measure which splits on the authenticated / not authenticated header.
I believe this would give you the number of concurrent authenticated visits vs the number of concurrent unauthenticated visits, however as a disclaimer I have not tried using the "concurrent visits" measure as a results measure on a subset of visits before.
I will test this out in my demo environment later to see if it works.
The issue with the Visit based transaction is you need to wait for visits to finish so I'm not sure that this would work correctly. You would need to modifiy it a bit to help after the fact but not real time analysis.