Thank you (Alan)TuringTest,
I just downloaded the album in question to my Mac and after syncing my iPod Lo & Behold they are now on it!!!
OK, I didn't realize, I thought as it was "on" my Mac's Music it would simply sync with all my other music. Like on my iPhone the album was always there since purchase. I guess it's 'cos the iPod is a "dumb terminal" whilst my Purchased Music on my Mac is only there courtesy of an internet connection and my AppleID associating the devices.
I guess I can't associate my iPod? I can quite understand that the iTunes music store wouldn't want just anyone connecting an iPod to my Mac Music and downloading all my purchases.
Anyway, thanks so much, I'm good to go,
DonSimon