Hey there EVO10MR,
Looks like Apple covers this information here on this page: About lossless audio in Apple Music - Apple Support.
You can listen to lossless audio with CarPlay using a USB connection. Streaming lossless audio in a car over a cellular network will consume significantly more data.
If you're using a Bluetooth connection, lossless will not work. Per Apple, Bluetooth connections don’t support lossless audio. Keep in mind the following:
To get a lossless version of music that you already downloaded from Apple Music, just delete the music and redownload it from the Apple Music catalog.
Also, make sure you have lossless enabled on your iPhone:
How to turn lossless on or off
1. Open the Apple Music app.
2. In the menu bar, choose Music > Preferences.
3. Click the Playback tab.
4. Under Audio Quality, select or unselect "Lossless audio" to turn it on or off. From here, you can also change the settings for streaming and downloading lossless.
• Lossless for a maximum resolution of 24-bit/48 kHz
• Hi-Res Lossless for a maximum resolution of 24-bit/192 kHz
We hope this information helps you out.
Cheers!