Thanks for the update, Bexmex23.
We want to clarify a detail. You mention downloading that song through the Music app. If that's correct, you'll need to purchase it via the iTunes Store app to use as a ringtone.
Use tones and ringtones with your iPhone, iPad, or iPod touch - Apple Support
Buy ringtones from the iTunes Store
1. Open the iTunes Store app.
2. Tap
More.
3. Tap Tones.
4. Find a ringtone that you want to buy, then tap the price.
5. Choose an option to automatically set the ringtone. Or tap Done to decide later.
6. You might need to enter your Apple ID password to complete your purchase.
Try that, then let us know if the issue persists.
Best regards.