Hi dugjay,
We understand you're running into some problems with the Music app on your Mac, and we're here to help out. To clarify, is this an album that you downloaded through the Apple Music service, or was the album purchased from the iTunes Store? If it was purchased from the iTunes Store, have you made any recent changes to your Apple ID account such as changing regions or anything like that? Normally, we would expect past purchases to be available for download as shown in Download previous iTunes Store purchases in Music on Mac
Sometimes, content will be removed from Apple Music, and it's not available for download again when that happens. If your Mac has any additional network security installed, such as a VPN network or third-party security software, we encourage you to turn those features off temporarily, and see if that helps.
Please let us know what you find, and we'll work from there.
Have a great day!