What should a person do whose psychological comfort is lost in their work, which they need, and which contains music and no prayers are performed in it?

If you find a permissible job that meets your needs, then leave the job that involves Shar’i violations and move to the new one. If you are unable to do so and are compelled, then be patient and increase in supplication and acts of worship, for that will protect you from tribulations and sins. But if you are not compelled, then leave it, and Allah will compensate you with something better.