who are in a band that can predict deaths that happen in the near future
We already have a lot of predictive SCPs, especially those related to deaths. This might work if you put more focus in how the anomaly has affected the bandmates rather than just "they can predict death".
Whenever someone around them is going to die, they begin playing music where the lyrics and tone reflect the person whose going to die and their death
Wouldn't that wreck tour scheduling or press releases or the like, especially there might be situations where no one around them dies? Do they actively go around hunting for places where interesting people might die? That might be material for a good tale from the perspective of one of the bandmates, sort of like Greener Pastures.
I was also thinking about making them Thaumiel
That's not how Thaumiel works. If the anomaly isn't actively containing another anomaly, it's not Thaumiel. What you have here is something that might be useful for improving containment, but it's not doing any actual containing itself.
since the Foundation could use them to predict containment breaches that result in death that occur in the near future.
If the Foundation uses them to predict breaches, wouldn't people potentially not die at all? If they predict a death and then the Foundation prevents it with that information, shouldn't the band have not been able to predict the death at all, since ultimately it wouldn't have happened in the end?
I dunno about this. I like the slight twist on the usual predictive power (they just use it to write music, not try and seek power or white knight save people) but I'm not sure how strong of an SCP it would make. Tale seems like the way to go here.