Purchased songs from iTunes Stores and it downloaded as protected mpeg 4 files so I can't import into Audacity

See Hide and unhide music, movies, TV shows, audiobooks, and books - Apple Support and check that the recent purchase isn't hidden. You may need to remove the current copies and redownload them. Do they play in iTunes? There is an issue sometimes that recent purchases can be delivered as protected content as described here.

Repeated requests to authorize an already authorized computer for recent store downloads typically indicates you have corrupt or incomplete copies. Delete the tracks that won't play from your library without hiding from your purchase history. Redownload using the cloud links that should remain, or close iTunes and reopen if they don't show up straight away. While downloading click the activity widget and turn off the option that allows for simultaneous downloads.

If that hasn't helped see If iTunes prompts you to authorize your computer when you try to play iTunes Store purchases - Apple Support.

Alternatively did you add the tracks to your library with Apple Music before making the purchase? The Apple Music items likely won't have been replaced automatically.

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