This issue is caused by Apple Music in iOS 8.4. If you have iCloud Music Library turned on in Settings on your phone (think that it what it is called....I restored my phone back to 8.3 while I still could) you will no longer be able to sync music from your iTunes library to your phone and you will also not be able to transfer any iTunes music purchases from your phone to your iTunes library on you PC. This was a dealbreaker for me and I therefore restored my phone back to 8.3.
You can turn off iCloud Music Libary but then you will only be able to stream music from Apple Music. You will not be able to download any tracks for offline listening.