Listen room Insulation only

Don't use fiberglass.  Roxul is awesome stuff.  I totally agree with artemus and cover the walls with Tyvek.  Not only will it stop fibres, it will keep everything cleaner and look finished.  
You do realize the sound will really bleed outside...?

This vapor barrier has been a source of controversy for 50+ yrs or more ? .https://www.certainteed.com/insulation/resources/do-i-need-vapor-barrier .Where is the controversy? this is standard buliding practice!

tsugury, excellent. I built my house in 1993 and there are vapor barriers everywhere including under the concrete in the basement. If you want to turn the garage into a listening room to keep the humidity down you'll have to close off the garage doors (they can always be added back), add a vapor barrier to the walls and ceiling and drywall everything. Breathing fiberglass is a very bad idea. The paper with also crackle with the music. Drywall was dirt cheap. Not sure what it is now but it will come back down.
It is a garage so, the building inspector may make you use fireboard. 

Might want to consider using this stuff - https://www.builddirect.com/blog/denim-insulation-the-good-and-the-bad/

The room will sound too dead. I've walked throughout my house after insulation in every wall and before the sheetrock, and it was dead. Everywhere you talked, dead. Music would also be the same.