SQL Server spatial filter with additional conditions performance issue
The answer is yes it is possible to get performance with filters over multiple columns including spatial columns.

I've tried to replicate your tables and closely as I can to your brief description using RAND to create prices, location points and link them to events.  But I can't duplicate you performance problem.  Have I got the basic table details right?

--  Event table
SELECT TOP 30000000 
    N EventID, 
    RAND(CAST(NEWID() AS VARBINARY)) * 10000 + 5000 Price
    into Event
FROM Tally;

ALTER TABLE Event ALTER COLUMN EventID INT NOT NULL;
GO
ALTER TABLE Event ADD CONSTRAINT Event_PK PRIMARY KEY (EventID);
GO
CREATE INDEX Event_Price_IDX ON Event(Price);
GO

-- Location Table
SELECT TOP 35000000
    N LocationID, 
    CEILING(RAND(CAST(NEWID() AS VARBINARY)) * 30000000) EventID,
    Geometry::Point(RAND(CAST(NEWID() AS VARBINARY)) * 710000 + 40000, RAND(CAST(NEWID() AS VARBINARY)) * 710000 + 40000, 0) Location
    into Location
FROM Tally;


Running the 3 versions of your query with hopefully sensible parameters

-- Test Query
DECLARE @price FLOAT = 13000.00 -- ~20% of records
-- 10 sq km query window
DECLARE @BoundingBox Geometry = Geometry::STGeomFromText('POLYGON(( 300000 300000, 310000 300000, 310000 310000, 300000 310000, 300000 300000))',0)

SELECT TOP 2000 [E].*
FROM [dbo].[Event] AS [E]
INNER JOIN [dbo].[Location] AS [L] ON [E].[EventId] = [L].[EventId]
WHERE 
    --[E].[Price] &gt;= @Price
    --AND
    @BoundingBox.STContains([L].[Location]) = 1

SELECT TOP 2000 [E].*
FROM [dbo].[Event] AS [E]
INNER JOIN [dbo].[Location] AS [L] ON [E].[EventId] = [L].[EventId]
WHERE 
    [E].[Price] &gt;= @Price
    --AND
    --@BoundingBox.STContains([L].[Location]) = 1

SELECT TOP 2000 [E].*
FROM [dbo].[Event] AS [E]
INNER JOIN [dbo].[Location] AS [L] ON [E].[EventId] = [L].[EventId]
WHERE 
    [E].[Price] &gt;= @Price
    AND
    @BoundingBox.STContains([L].[Location]) = 1


I get 93ms, 4ms and 93ms respectively, removing the TOP 2000 from the queries causes the price filtered query to blow out to a minute or so.

Are you able to give more details (execution plans, DDL, etc) to help us replicate your issue.  My initial thought was that the TOP 2000 was hiding the underlying problem.  I think that may still be the case.