hi I'm having the same issue, I believe is due to bad alimentation, when the df player mini is connected alone in the Arduino nano 33 in the 5V pin, it works perfectly, but when I try to connect an LCD with the same 5V pin it starts to crash, I even discovered that if you set the volume low it works fine, but if I try to set it to the maximum it crashes, it is like it crashes because it doesn't get enough energy. I'll try to put an external battery just for the MP3 module, I hope this fixes the problem.
by the way, when I say it crashes is because it stops working, the Arduino IDE in my PC crashes and when I try to upload a new sketch it gets stuck on uploading, so I have to double press the reset button to upload in a new port...