Thanks for reaching back out Evonorm,
We appreciate those details. We now understand that your Music app seems to be resetting and clearing out your last actions.
Is your iPhone connected to Wi-Fi or on cellular data when this happens? Does it make a difference if you connect to Wi-Fi or cellular data? If you download a playlist and play it, then lock your display, is the playlist and song still showing when you unlock the display?
Next, let’s navigate to: Settings > Music and disable [Sync Library]. Restart your iPhone and Re-enable [Sync Library] in Settings > Music.
Allow the content time to load, then test the behavior. (This may take several minutes for larger libraries on slower network connections.)
If the behavior continues, please sign out of Settings > iTunes & App Store and sign back in. Re-enable Settings > Music > [Sync Library] and test again.
If you need further assistance with this issue, please reach out to Apple Support: Contact Apple Support.
Best regards.