What worked best for me is to have an scene overarching all the levels. This scene (I call it Run.tscn because it represents a run through multiple levels) holds everything that should be consistent through the levels. This includes Musik (like in your case) or the player itself (so that the players stats don't reset when he changes a level).
If you progress to the next level, just free that level and load the next one. The musik and whatever lives in Run.tscn will stay the same. (you might have to set the players position to the entry of the new level).