No idea but I'd be surprised if there is nothing in the vicinity of Kansas City - maybe contact appropriate hobby shops and ask. Or maybe something in Denver.
There are many smaller local cons that don't get wide publicity.
For your friend: If painted figures that present well, a good chance of a reasonable selling price just not great. If unpainted, be prepared to sell for a song - and a whispered song at that. My experience is conventions tend to host a "fire sale mentality" for any used figures, painted or not.
Crap paint jobs are worse than unpainted figures, easier to give away than sell at times - unless the perfect buyer is at hand and flush.
Now, if very high quality painted figures with good and coherent basing, those figures can fetch a better price.
If enough "complete" armies painted to a better than average standard, having a Vendor Table might just work out well - depends on cost of tables (I did an 'estate' sale at a convention back about 2009 and it cost $250 for tables for a three day+ weekend convention, need to have a lot to sell to justify that kind of cost, which I did). It's been a very long time - 30 years maybe - since I last saw such a presentation at a convention, many well painted armies for sale, and those armies sold very quickly and the vendor was quite happy. Need to be ready to go the moment convention starts selling! Before people who brought cash money in hopes of finding painted armies have run out of funds. Either as a vendor or if going down the swap meet route.
Nappies, ACW, WWII relatively easy sells, SYW, Colonials probably, Sci-Fi and Fantasy depends on type of convention, all others more or less a matter of luck. All depends on a buyer in need/desirous with the funds to spend.
Hope you and your friend have good luck. May he find multiple buyers who all really want his armies and thus keep the prices up!