expanding on the idea that they could convey "music" via thought speak:
we need to remember that thought speak doesn't use a language, it communicates through ideas. in spoken word, the recipient hears the word, say car, and then mentally we translate the word car into the mental manifestation of the idea of what a car means to us. so with the spoken word, we communicate via representation and interpretation.
conversely, thought speak, doesn't have a language. andalite thought speak is supposed to be able to be understood by everyone because it communicates the ideas of what the speaker is trying to say, rather than actual words. so andalites communicate through ideas. a person "hearing" thought speak would essentially have to think backwards because they would receive the idea and then would have to turn it into a word if they wanted to turn it into actual english.
having said all that, it makes me think that perhaps andalite music might be a little more psychedelic. what if their music was all in your head? all they have to do it communicate the idea and feeling that listening to music creates and it's the equivalent to hearing it.