Ok. I have some more questions about your setup:
Can you send me the *.DAT files from the lemmings folder of your SD card please (SAVEGAME.DAT and CACHE*.DAT)? Maybe by private message.
Which levels are installed? (ORIG, ORIG_DEMO, ONML, ONML_DEMO, XMAS91, XMAS92, HOLIDAY93, HOLIDAY93_DEMO, HOLIDAY94, HOLIDAY94_DEMO, 2P_ORIG, 2p_ONML) You need not send the level files to me, I have them.
Do you use custom sounds or music? If you do: The standard ones generated by the batch script or your own?
Is the DOS-CD version music different from the (non-custom) ADLIB.DAT music?
With the ADLIB.DAT file installed and the setting to ADLIB sound, it should sound like here:
The video is called "Lemmings (MS-DOS CD)", but the video title may be incorrect?