Purchased and downloaded song from Amazon not showing up in iTunes

I purchased and downloaded song from Amazon and it is not showing up in iTunes although Amazon Music player says the song download into iTunes was successful. I have tried this repeatedly and it is still not showing up. My version of iTunes is current. I tried restarting the computer, still no song. My default preference in the Amazon Music app says downloads go to iTunes. I talked to Amazon and they suggested the problem is not on their side but Apple's. I don't know what else to do. Any suggestions? This is on a Macbook Pro running Yosemite. Thanks.