Why isn't my own music adding to my new playlists?

Hi!!

As everyone else, I suposs, i'm messing around with Apple Music to get used to it and decide where as I should subscribe or not when the 3 month trial has ended. I'm quiet happy actually but there is a problem which I hate. I'm really into electronic music and I love going to soundclound and listeing to new tracks from unknown artits whicch a lot of the times they give for free their music. For example TÂCHES which gave for free Prints of Whales. The problem came when I was trying to do a playlist, including both songs I had in my library and from Apple Music, some how the songs that Apple Music doesn't recognize such as Prints Of Whales it keeps deleting from de playlist. I've tried enabeling the button “Show Music Available Offline” but it keeps deleting....

Any help?

Thanks in advanced