Cancelled Apple Music subscription

OK, so there are many here who seem to have had this problem.

I had in my library my music from years back (I-tunes days - when I moved a lot of my music across my CDs, downloads from sources other than Apple Music etc)

On cancelling the Apple Music subscription - all the music goes, except a few recent purchases.

I can understand losing music that I downloaded during my Apple Music membership days - but how can Apple take the music that belonged to me.

Does it exist anywhere else? I understand Apple Music was maybe hosting my music, but how can it all be taken away ?

So far I have had to subscribe again to Apple Music, it looks like the music has come back, although not on my iPhone yet.

Please explain step by step what I need to do next to make sure if I cancel my Apple subscription I don't lose what belongs to me,

thank you