So there are many words that describe the event that takes place before the wedding: stag do, hen do, bachelor party, bachelorette party.
Is there a single word that encompasses all those things?
You'll need at least two words here. I think pre-wedding celebration is OK, but could also include a rehearsal dinner, which you're excluding.
I'd suggest last hurrah or if you're in the UK, you could use hag party (which is a combination of hen and stag).
Stag Party is often used in the UK to mean either of a Stag party or a Hen party, but generally the two are kept distinct, as they tend to be quite different in the nature of entertainment and activities.