So, after upgrading to iOS 8.4, I also lost all the playlists I created in iTunes and on the iPhone. Luckily, before upgrading, I had synced and backedup the iPhone, so I could see all the playlists within iTunes.
With iOS 8.4, it seems that there is a new default setting (aka defect) in the Music App that changes the default music library from YOUR music to iCloud music, even if you've never used iCloud for music. So after the upgrade, the Music App shows no playlists.
If you go under Settings --> Music, you'll see that the option for iCloud Music Library is enabled (i.e. switch is to the right). If you move that switch to the left, then the Music App will be allowed so show your iTunes music library again. But, you may need to resync from iTunes, as I had to. Actually, I had to turn off all my music to be synced in iTunes, sync to remove music from the iPhone, and then turn on all my playlists to be synced to the iPhone and sync again. Kind of a pain.