This requires you to install the Custom OST mod by Nate:

Get it here -> https://modworkshop.net/mod/27359

Place "SH3 - End of Small Sanctuary Extended" folder into your mod_overrides
(Steam\steamapps\common\PAYDAY 2\assets\mod_overrides)

Adds an extended version of the song 'End of Small Sanctuary' by Akira Yamaoka, featured in Silent Hill III as a custom menu track.

Song preview: