Is it ok for a Christian to listen to Queensryche?

I don't know much about that band in particular but if you're asking about heavy rock or metal in general, it's okay.

Well, I don’t necessarily claim to be a Christian anymore but when I did, I listened to them..
Still follow them closely

I don't know what connection a made up sky daddy has with that band, so yes

No. There is not a single mention in The Bible that Jesus ever listened to music.

Yes