I'm having some difficulty getting Escape 2042 running with its CD soundtrack on the MegaSD.
I believe I've got the cue and wav files set up in an acceptable manner - the structure resembles one of the MD+ hacks I've seen - and I've hex-edited the rom header to read SEGA MEGASD as indicated in the dev manual. The game now recognizes the presence of the simulated MegaCD, and properly displays the screen prompting you to insert the CD... but upon pressing start to continue, the game just sits there while the MegaSD blinks at me.
I don't believe the game needs any actual data off the CD - the developer's own 'Original Soundtrack Mega-CD kit' download would, if burnt to a CD-R, yield only an audio disc - but perhaps there's some conversion step I'm missing by directly using the wav + cue files from that kit, rather than, say, burning the disc then re-ripping the CD-R...
Edit: I've now tried loading the soundtrack as a stand-alone audio cd, and MegaSD properly plays the tracks. Good to know the wav+cue stuff is working - one less variable to worry about.