Hi coder22.
Many of us who have mixed libraries that consist in part of music we have added from CDs and other sources we own and in part of music added from an Apple Music subscription.
The bottom line is this. When you are streaming music via an Apple Music subscription or via iTunes Match using the Sync Library function, if the music has not been downloaded to the device in advance, then the data stream comes from the iTunes Store in the region where you are currently located and is subject to restrictions for that region.
In other words, if the music is downloaded to the device, then you should be able to play it. If you are streaming and the music in question is not available via iTunes in that region, then you will see the error you are describing.
Cheers.