Ok I figured it out. MIDI works just fine...
Musicplayer.cpp (from Music_shield library
) has function midiDemoPlayer() which can play notes, change banks, etc.
It was just a matter of moving midi functions from private to public in MusicPlayer.h file and then calling them from your sketch...
player.midiWriteData(0xB0, 0x07, 120); // Set MIDI channel volume
player.midiWriteData(0xB0, 0, 0x00); // Select bank GM1
player.midiWriteData(0xC0, 1, 0); // Select instrument (Piano)
player.midiNoteOn(0, 70, 127); // Play note (C4)
player.midiNoteOff(0, 70, 127); // Stop playing note