This screenshot suggests you've only selected classical music for syncing. The error message translates as:
Some items, including "Annie Melton", were not copied to the iPod "iPod (Richard Lemieux)", because Apple Music songs cannot be copied to an iPod.
DRM protected content from the Apple Music service can only be used in computers or iOS devices, and must be downloaded directly from Apple. It cannot be used transferred from computer to device, or used on an iPod classic (presumably because it lacks a secure clock or any way to reach Apple's servers to confirm your subscription status). Neither can you transfer any content that is currently in the cloud such as purchases or CD rips that you have match/uploaded to the service and then removed the local downloads.
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