It's not too hard to insert the music into the PC version. It's like...bgmXX.dat.
XX for the number of course. There's probably a guide telling which BGM is played where.
And the dat files are just WAV files in disguise.
So I found a copy of Mega Man X5 for the PC. I found out the music can be replaced.
Got rid of the X vs. Zero song. Replaced it with the Mythos version of Cannon Ball.
Fighting against Zero when the colony crashed. Ohhhhhhhh yeah. :>
Let's see...which characters AREN'T playable from Shadow Dragon in the main story:
Jagen (Obvious)
Lorenz (Obvious)
Boah (Obvious)
...Gotoh I think? Maybe?
None of which has changed from FE3, but still.