Don't worry, I can't believe I didn't post all of that in my initial post.
I'm pasting in my systems specs file, so there may be a bit of extra. But first, as indicated in my first post
LMMS 1.2.2 (from LMMS site)
Audio Device: SDL - Simple DirectMedia Layer
Actual VSTs work. I also got Keyzone Classic working with just its DLL (which apparently ignores the mse files or something), so I now have a Steinway Grand Piano that sounds much better, including C1 and below being in tune. I'm going hunting on Youtube sites that list the best VSTs and LV2 (never knew about those) with demos now.
Anyways, here's the snarf & barfed copy of my systems data:
Laptop: Lenovo L340 Gaming
Processor: 9th Gen Intel Hexa-Core i7-9750H, 2.6GHz up to 4.5GHz,
12 MB Cache, 12 Threads
Display: 17.3 inch Full HD (1920 x 1080) IPS WLED Display
Memory: 16GB DDR4
Storage: 1TB SSD
Graphics: Dedicated 4GB GDDR5 NVIDIA GeForce GTX 1650
Communications: Wi-Fi 5 (802.11ac) and Bluetooth 4.1
Keyboard: Backlit Keyboard
Audio: Dolby Audio - ELEFW328 NVIDIA High Definition Audio
So that's the rest. I chopped the system info off after Audio. Now back to hunting more VSTs that work. And finding out more about CARLA and LV2 plugins. Who knows what I'll find there.
So let me know if any of that tells you anything about why all but one (so far) DLL + MSE so-called VST on the sites work.