Revised tone player from https://learn.adafruit.com/adafruit-macropad-rp2040/macropad-tone (Use the project bundle, and just replace code.py)

code.py

from rainbowio import colorwheel
from adafruit_macropad import MacroPad

macropad = MacroPad()

# We'll show the pixels manually
macropad.pixels.auto_write = False

# Notes for each key
tones = [196, 220, 246, 262, 294, 330, 349, 392, 440, 494, 523, 587]

# When a key is pressed we'll append it to the end, and when a key is
# released we'll remove it. This results in a list of pressed keys in 
# the order they were pressed.
key_pressed_stack = []

# When at least one key is pressed, this will 
# be the index of the currently playing note.
playing_index = None

# Helper to convert an integer to an rgb value.
def rgb_from_int(rgb):
    b = rgb & 255
    g = (rgb >> 8) & 255
    r = (rgb >> 16) & 255
    return r, g, b

# Loop forever, until the heat death of the universe 
# (or we lose power, whichever comes first).
while True:
    # To save time, we'll only update the pixels when a key event happens.
    update_pixels = False

    # Process all pending events.
    while macropad.keys.events:
        key_event = macropad.keys.events.get()

        # We need to update the pixels again at the end of the main loop.
        update_pixels = True

        if key_event.pressed:
            # Append pressed key to the end of the stack
            key_pressed_stack.append(key_event.key_number)
        else:
            # Remove released key from the stack
            key_pressed_stack.remove(key_event.key_number)

            # Turn this pixel off since the key is no longer pressed.
            macropad.pixels[key_event.key_number] = 0

    # How many keys are currently pressed?
    pressed_count = len(key_pressed_stack)

    # There are some keys pressed.
    if pressed_count > 0:
        # Get the most recently pressed key
        top_index = key_pressed_stack[pressed_count - 1]

        # If the most recently pressed key's tone isn't already playing;
        if top_index != playing_index:
            # If a tone was playing, stop it, so we can play the next one.
            if playing_index is not None:
                macropad.stop_tone()

            # Play this key's tone and remember which one it is.
            macropad.start_tone(tones[top_index])
            playing_index = top_index

    # There are no keys pressed.
    else:
        # If a tone was playing, stop it.
        if playing_index is not None:
            macropad.stop_tone()            
            playing_index = None

    # If a key was pressed or released, update the pixels for the pressed keys.
    if update_pixels:
        for key_index in key_pressed_stack:
            # Get the color for this key.
            wheel_color = colorwheel(int(255 / 12) * key_index)

            if key_index == playing_index:
                # Show the currently playing key at full brightness.
                macropad.pixels[key_index] = wheel_color
            else:
                # Dim the rest of the keys to 10% brightness.
                (r, g, b) = rgb_from_int(wheel_color)
                macropad.pixels[key_index] = (r * 0.1, g * 0.1, b * 0.1)

        # Don't forget to show the pixels!
        macropad.pixels.show()