After Fry trades hand with the Robot Devil he masters the holophonor. However in the advertisement he is photographed with his old hands although the photograph is clearly taken when Fry is already famous.
At about 4:15, the Robot Devil chastises his band mate for making a mistake 200 years ago, implying that they have been playing music for 200 years. This contradicts the events of Hell Is Other Robots (1999).
In Parasites Lost (2001) before Fry plays the holophonor for Leela, she said that there's only 3-4 people in the whole galaxy that know how to play. Yet in this show we see 6-7 kids who are performing a recital, and that's just one instructor's students.
Leela disappeared from the stage when the Robot Devil made his exit, however it is possible that she moved back to her seat.
Even though Leela is deaf, she is able to have a conversation with the Robot Devil. However, it is extremely possible and likely that she is only able to figure out what he is saying by the hand gestures he makes.