Ok, I'm pretty sure the problem is on Apple's side.
Despite what I said earlier, Apple Music doesn't quite work on my Windows machine or Phone properly. What threw me was that it did play the track I tried, but a couple of tracks later it went it 'skip' mode. For example I selected the 'Into to Stevie Wonder', the first track 'Superstition' played correctly it then proceeded to skip all of the other tracks.
So all I can say is that it doesn't seem to work at all on my updated Air, and works occasionally on my phone and Windows. Also tested on iMac running 12.2.0, happily skipping every track selected.
Right now I'm back to Spotify and will see if the problem corrects itself.
If you've got the same problem make sure you turn off auto renew for Apple Music, it's set to automatically renew by default.