Apple Music playlists vs iCloud playlists

Hi all,

I created 2-3 playlists on my iPhone in Apple Music using Apple Music tracks. I don't think I added them to My Music first. I just used the ... to Add to Playlist option from my iPhone. I used these playlists and continued to add to them for a few days.

Then, I started listening to them on my Mac OSX iTunes app and now they have a cloud with a slash through it and I get the attached error (see screenshots) AND they are no longer in my iPhone Apple Music app!!! This seems like a huge issue. I should be able to have these playlists across devices.

Not sure why I would be able to create it on my iOS app and then see it in OS X app but then it would be removed from iOS. Please advise.