I've always wanted a Mounted Band and no one to my knowledge has ever made such a thing in 20mm. I am also a bit overwhelmed by work at the moment, so no more squares for a while. To fill in the gap I've had a go at converting some Les Higgins figures and Minifigs to make a mounted band.
Whether there really were mounted bands at Waterloo must be questionable - by the Late Empire such extravagances would have been undesirable given the shortage of manpower and horses.
This picture of the band of the 4th Dragoons is listed as 1813 - if true, this would mean that mounted bands were reconstituted after the Russian campaign. But the pre-Bardin uniforms suggest this might be an earlier picture misattributed to 1813. On the other hand, many Dragoon regiments were in Spain and escaped the 1812 holocaust.
We also know that the Allied Army at Waterloo was treated to the spectacle of a parade and the sound of bands as the French Army got into position before 1100hrs. And if any regiments were likely to have such a thing, the Cavalry of the Imperial Guard seem the best candidates.