Unable to burn iTunes purchased music to blank disc

I've scoured the web for an answer to this question.. all I can find is people asking if they can burn Apple Music streamed songs onto a disc.. obviously the answer is no and everyone says "you can only burn music purchased through iTunes onto a disc". Fair enough, I agree and am aware of that. Ive used iTunes for YEARS and used to burn Cds all the time from music I bought on iTunes. Obviously the streaming age has come and don't really purchase music on iTunes anymore. However I need to burn CDs again. SO. I went on iTunes and found an album that was added to my library on apple music, went to the iTunes Store, and purchased it. After getting confused with all the duplication, I deleted all of that album off my Apple Music library and re-downloaded it form the "purchased". I created a playlist of the songs, and only SOME would burn to a disc? Very odd. So I thought id try another album. Found it on iTunes and purchased it once again. When I purchased and added it to a playlist to burn, again I couldn't burn this playlist to a disc but this time NONE worked. "burn playlist to a disc" was greyed out. I went into finder and found the songs, they had a weird extension I hadn't seen before. HLS media. I tried burning the folder of songs onto a disc and bypassed Apple Music completely. Tried to play it in my car CD player and nothing. It seems I need to figure out how to 1. Change the download file type to something readable rather than this HLS or 2. Figure out why "burn playlist to a disc is greyed out for music I've purchased from iTunes.