I have some audio equipment miscellaneous items plugged into a power switch which is plugged into a wall. Any problem plugging this into a power conditioner?
I recall this is considered a daisy chain connection which is not safe but as long as I don’t overload the circuits are there any concerns?
I think you have the big picture of the concerns. The major reason fire departments don’t want you daisy-chaining power strips is that 99% of the people who do so have no idea of the total power draw or whether they are overloading something upstream.
This is especially bad with lightweight power strips that don't have built in breakers or fuses.
There is one other concern though. You should not daisy chain surge suppressors, or mix series with parallel surge suppressors. With some UPS units, adding a surge protector afterwards can be bad as the noise the UPS generates can trigger the surge protector or noise filters.
Use a single high quality (Tripp Lite or Furman) upstream, and strictly power strips downstream.
If you pay attention to the power draw on your switch, and make sure you aren’t adding more and different types of surge protectors you will be OK.