Is this meant to be your only DOS gaming machine? It seems like your investing a lot in a thin client. Thin clients are fun little machines, but they all have their limitations. Personally, I use mine as a cheap and easy way to play old DOS and Windows games, but they can be a real headache sometimes. For example, I had a lot of trouble getting my HP T5710 to work with my CF to ide adapter, and a lot of other people have had problems using USB mice. This thin client can also be flakey when it comes to stuff like IRQs depending on what is enabled in the BIOS. If I'm going to invest a bunch of money in audio hardware, I'd rather use a desktop. They have more space inside and support more different types of connections.
A cheap midi option could be to use a serial to USB adapter for midi on the thin client, and a raspberry pi or computer to emulate an MT-32 or provide general midi sounds. You won't have 100% compatibility, but it would be an easy place to start without breaking the bank.