This happened to me last week with the newest OS! Used Shazam on my phone, then clicked on iTunes to purchase like I always do. Song showed as purchased in iTunes on my phone. It never downloaded to my laptop or phone. When I searched in the iTunes store via Music.app, it showed as Purchased but didn't let me download from that screen. Even tried Checking for Available Downloads on my laptop, Viewing Purchases in iTunes, and Signing in and out on both. Nothing I did got the song on my hard drive and they don't even let you complain; the Report a Problem feature was completely useless. It said
"When you buy from iTunes, iTunes in the Cloud stores your purchase history. You can download any available eligible previously purchased content to any of your associated computers or devices from your Purchased page."
That's complete bullsh**. I've tried six ways to Sunday (see above) and I simply can't download it! Ended up getting a refund. Very angry at having spent over an hour trying to download a 99 cent song and writing this review. For the record, I can still purchase (and Download) music via Music.app on my laptop so I'm done with buying on my phone.