Hey there, turnerhj.
Welcome to the Apple Support Communities. It sounds like you’re having difficulties with downloading a purchased album. It’s understandable that you’d want to get to the bottom of this, so you can listen to your new tunes.
What happens if you complete the steps in the following article? Redownload apps, music, movies, TV shows, and books - Apple Support
Also, be sure to quit the Music app and relaunch it: Quit apps on Mac - Apple Support
Don’t hesitate to reach back out if you have further questions.
All the best.