A biography of Sir Richard Burton does assert that his wife destroyed all of his unpublished writings, but I don't recall there being any suggestion of much of anything "musical" in them.

He reportedly sought out certain of the "oriental" mystic cults, and for some time apparently practiced some of their rites. It was suggested that his "practices" may have included some sexual activities (gasp - horror) not widely accepted in polite society, that he may have engaged in some use of illicit drugs, and that he may have commited "crimes" of some undefined kinds as part of ritual practices/observances. His wife may also have been offended by his having kept/used "native concubines" for extended times during his foreign duties.

I have an index entry for a book:

Captain Sir Richard Burton, by author Rice, publisher DaCapo, ISBN 030681028X that I purchased ca. 2003 at a sale price; but can't be certain it's the one in which I remember reading about the destruction of his notes without finding the book itself, and it's not at hand at present.

Comments about the rumored destruction of Legman's collection were, if I recall correctly, in correspondence/comments in a "society magazine" but I don't believe it was the same society that Journaled his "index" of the collection. Unfortunately I don't seem to have saved my original notes through a succession of failed hard drives and bunches of floppy disks that turned out not to be of archival quality. (But I did find my copy of my 1956 Federal Income Tax Return while looking to see if the notes were still in archives.)

John