I don't have a sd2snes... But I included a step by step tutorial how to set it up.
I don't know how far the implementation of sgb into firmware is (surely relikk knows more). Just read and if you are stuck then ask for help

Alright!

I could play Zelda: Link's Awakening DX into MSU-1 on sd2snes but for the french version of Mystic Quest, there's not MSU-1 music

The code isn't much different from the us version, this was checked on FXPak, france works on emu for me without problem. I asked Relikk to check

Ah? And can't we enjoy the french version into MSU-1 on sd2snes?

I said:
- the us version was successfully checked to work with fxpak
- the code for French doesn't differ much.

Means I see no reason why the French version shouldn't work on fxpak but need relikk to confirm, so we can exclude the possibility that your setup is wrong

French version works for relikk, so the problem is your setup.
Did you rename the patched rom to ffa_msu1.gb? Do you have a ffa_msu1.msu file?

Please keep in mind that every bug report requires some amount of testing and such so please ensure that it's not a problem on your side. Also reports like "doesn't work" are usually not very helpful.

If you still can't make it work, post a picture of your SD folder so we are able to analyze.

A picture with bios in the folder?

Mmh. I suggest you read the tutorial once again step by step. If it still won't work, I cannot help further, I do not have a sd2snes.
Maybe you ask in a sd2snes related forum what you do wrong. Since it works for relikk it's not a problem with the patch, means I'm out

Don't worry, Conn. I'll ask him.

You can check if the US version works for your fxpak. If this would not work on fxpak thousand people would have complained by now.

Oh, Conn! I forgotten to put the MSU file with the Mystic Quest ROM and PCM tracks!
Really sorry, I daydreamed

I think I highlighted this in the readme, therefore I wrote above to check this file and follow faithfully step-by-step the tutorial. Anyways I'm happy it is resolved for you