What would you do if music was played at your women's wedding party despite your unwillingness for it?

You must explain to your family and to those who will be participating in the wedding the prohibition of music, and present the fatwas that confirm this gently and kindly, and increase in supplication. If they insist on their opinion, then if you are able to make your wedding party separate, you must do so; otherwise, there is no objection to complying. And if they do that while you are present, then if you are able to leave or distract yourself with something else, you must do so to minimize the harm.