No error message.

I have found a solution to my problem.

It appears that the library DFRobotDFPlayerMini.h cannot handle multiple players. At least, I cannot find a way to make it work.

Doing some searching on the www, I came across a similar problem but not truly the same, and in that problem, the user was using this library DFPlayerMini_Fast.h.

I tried adding the DFPlayerMini_Fast.h to the project and assigning the Mp3Player2 to be an object of DFPlayerMini_Fast. e.g. DFPlayerMini_Fast Mp3Player2;

After commenting out some of the players startup commands used by DFRobotDFPlayerMini.h e.g.

Mp3Player1.setTimeOut(500); and  Mp3Player1.outputDevice(DFPLAYER_DEVICE_SD);

The sketch worked as I was hoping it would. 

I then did the same to Mp3Player1, and again the sketch worked as I was hoping it would. 

I have removed the DFRobotDFPlayerMini.h library from the project.