It sounds like you are trying to use Complete My Album but it is not completing successfully. If you have already verified that the content is not showing up in Music or Videos, I would next sign out of your iTunes account in Settings > iTunes and App Stores then close all the running apps on the phone:
iOS: Force an app to close
Double-click the Home button.
Swipe left or right until you have located the app you wish to close.
Swipe the app up to close it.
When you have done that restart the phone, sign back in and try again:
iOS: Turning off and on (restarting) and resetting
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