I have purchased an album in ITunes (when I do a search for in Music, it shows that it is purchased) but it does not appear in my Purchased items or my library. Any suggestions on how to download it?
Try resuming the download from the iTunes app on your Mac.
If you can't resume the download, take a look at this Apple doc -> Downloading past purchases from the App Store, iBookstore, and iTunes Store
Retrieving data ...