Is it permissible to work on the conception and execution of an advertisement if it will include music, knowing that advertising agencies insist that there be no indecent practices, and the advertisements show women wearing the hijab?

The basic principle regarding selling and renting is permissibility, unless the contract involves aiding in a forbidden act, such as selling something that will be used for unlawful purposes. The prohibition of music has been established. Since you know that music will be added to the advertisement after it is filmed, it is not permissible for you to work in this field, because you would be preparing advertisements for someone who disobeys Allah through them.