Some relatively sane ones first…
DJ P0N3 invented the turn tables that she uses, similarly to how the Flim Flam brothers invented their automated cider machine. She may have also created the speakers that she uses. She may even be behind the creation of gramophones in the setting.
DJ only started/will start using the alias of Vinyl Scratch when records started/will start using polyvinyl. Currently/previously, she uses/used the alias Shelly Spinner, after the material shellac. Obviously, this particular theory revolves around whether or not they’ve moved on from shellac or invented polyvinyl chloride.
I don’t think that Equestria actually has plastics yet, at least not in mass production.
For the crazy…
DJ is actually from the future. The reason that she has what seems to be electronic speakers and turn tables in what seems to be an old west or Edwardian time period is because she was born after that time period, when electronics had become commonplace.
Due to an incident with trying to spin a record in two directions at once, she was sent back in time, and has since recreated the technology she used in her day job. Despite her engineering abilities, she hasn’t been able to reverse the time jump.
She’s actually the daughter of Rarity and Rainbow Dash. Dash was the one that gave birth to her, as Rarity didn’t want to ruin her figure. She has her mother’s eyes.
Alternatively, she’s actually the sister of Shining Armor and Twilight Sparkle. After a huge argument over her choice of career, she left her family and hasn’t talked to her parents since. Regretting the results of that argument, they were softer on Twilight and supported whatever lifestyle choices she made.
DJ has never met Octavia and doesn’t have the slightest clue who she is. DJ does listen to classical music, but mostly focuses on horns and percussion. Drums, baby.
note: I actually do like DJ/Octavia ships and interactions, but I find it unlikely that they’ve actually met.