Downloading playlists to my iphone

I have a playlist where I have a combination of songs which I bought from Itunes and ones I uploaded into Itunes. When I have the Icloud turned on my Iphone, the songs I uploaded cannot be copied onto my Iphone. When I turn off the Icloud on my phone, I get an error message that I cannot copy songs bought thru Apple Music. I am confused-I bought these songs on the Itunes store and downloaded them to my computer-Apple Music was not involved.

Other than that, how do I combine songs on one playlist so I can download to my phone?