Not sure if anyone else is interested in doing non-specific searches at this point, but I have a feeling that at least one of the Trumpet and Guitar that go in the Monument of Mourning are in one of the abandoned plants. The monument is at Seventy-One Manufacturing and I found the Flute at Balek Manufacturing Plant which isn't too far away. In addition, if the other two instruments are anything like the Flute, they're going to be in a place where people generally don't go due to the large amount of Sanity damage they inflict. I'm planning on finishing up Balek Manufacturing Plant just in case there's another one in there, but I somewhat doubt it.

As I said, I know a lot of people are doing stalker-specific actions at this point and due to the sanity damage we probably shouldn't have our Exorcism people go looking for them, but if anyone else wants to help out with that corner of town that'd be cool.