I have a Lumia 520 with my >11k music library synced onto an SD card. I can play individual songs/albums without problem; but when I try to shuffle and play my entire collection in xbox music player a single song starts to play and the UI immediately freezes hard: It never refreshes to show what song is playing; no buttons either soft, or physical (eg volume) work; and when the song ends the phone remains completely non-responsive until I remove the battery.
With the SD card removed and a small number of songs on the phones internal flash the shuffle option works as expected; but one of the main reasons I bought this phone was that I wanted to be able to carry all my music with me and shuffle through the entire collection.