Hi, Martina,
The "protected and unavailable" message means that the songs are Digital Rights Management (DRM) protected and thus cannot be used in an iMovie project. All songs purchased from Apple Music carry DRM protection that cannot be removed even if downloaded to iTunes. Also, all songs purchased from iTunes before year 2009 carry DRM protection, although in that case the DRM can be removed by subscribing to the iTunes "Match" program for about $24.99, and that would allow you to download from the Cloud DRM free versions of your songs. Another solution is to simply repurchase the song from iTunes, as iTunes abandoned DRM protection for songs purchased after year 2009.
-- Rich