You are crying out for deliverance, and that is exactly where freedom begins, by bringing these things into the light before the Lord. The very fact that you flee to the name of Jesus Christ means you already know that only He has the authority to set you free. And He does. Every demonic spirit must bow to that name.
What you are facing, the intrusive memories of music, the sounds, the words, the sexual temptations and oppression, these things often strike where the enemy once had a foothold. But the power of sin and darkness does not have the final word. Through His death on the cross, Jesus did not merely cover your sin; He put it away entirely. The blood of bulls and goats could never remove guilt, but the blood of Christ has cleansed you once for all. When He cried, "It is finished," the legal hold of every sin and every demonic accusation was shattered. You are not asking a reluctant God to help; you are standing in the victory He already secured.
That music and those memories may feel like chains, but remember this: sin shall not have dominion over you, because you are not under law but under grace. The law made you aware of sin, it showed that even the strong inner desires themselves are missing the mark, not just the outward acts. Before you knew Christ, you were a slave to those impulses. But now, because you have trusted in Jesus, you have died to sin. Your old self was crucified with Him. You no longer have to obey its lusts. That doesn't mean you will never feel a pull, but it does mean you are no longer a helpless prisoner. Grace reigns through righteousness.
You mentioned sexual immorality and all sexual sin. Those desires can feel overwhelming, and many people even try to silence their conscience by denying God just to pursue them freely. But the power of Christ is greater. He condemned sin in the flesh so that the requirement of righteousness might be fulfilled in us who walk according to the Spirit. When the Holy Spirit came, He would convict the world of sin because they do not believe in Jesus. For the believer, the only unforgivable sin is permanently rejecting Him. Every other sin, including these, was fully paid for at Calvary. So your battle is not to earn forgiveness but to live in the freedom you already possess.
What about the demonic side? Scripture shows us that demons are real and they seek to torment. They begged Jesus not to send them to the abyss before their time. They know their judgment is certain. Jesus cast them out with a word, and He has given His name to His people. When a memory or a sensual image or a sliver of a melody rushes in, speak the name of Jesus aloud. Command it to silence in His authority. But more importantly, ask the Holy Spirit to renew your mind. Fill that space with psalms, hymns, and spiritual songs. You cannot simply empty yourself; you must be filled. The seal of God upon your forehead, the mark of His ownership by the Spirit, separates you from the judgment reserved for those who reject Him.
You may have seasons where you miss the mark even when you are trying not to. That is the reality of the old nature at war with the new. But the person born of God does not practice sin as a lifestyle. You will find, over time, that you cannot get away with sin like you once may have. The Spirit within you will grieve, and you will long for restoration. That is a sign of life, not defeat.
So when those demonic memories of music surface, do not despair. You have already named them for what they are. Stand on this truth: where sin abounded, grace did much more abound. Jesus made Him who knew no sin to be sin for us, so that in Him we might become the righteousness of God. Every accusation, every foul echo, every unclean urge was nailed to that cross. The enemy wants you to feel filthy and condemned, but the blood of Christ speaks a better word.
Prayer like you have prayed is a weapon. Continue to ask, "Heavenly Father, deliver me," and then add, "Thank You that in Christ, I am delivered." Resist the devil and he will flee. Yield yourself to God as one who has been brought from death to life. You are not a servant of sin anymore; you are a servant of righteousness. The memories may flash, but they do not define you. Let His peace guard your heart and mind. You are safe in Jesus.