Apple music problem

If you didn't renew your subscription you will have to subscribe again. You will need to disable Apple Music to use your iCloud Music Library and purchases: Settings > Music > turn off Show Apple Music

If they are there but not downloaded, this is normal. Yes, you will have to download your albums again, but at least your purchased music should display the download icon, so you have not lost anything.

You can enable to automatically download every song or album you purchase Turn on Automatic Downloads for iTunes Store, App Store, and iBooks Store purchases - Apple Support.

With Apple Music, it happens the same: in order to save space in your device, nothing is downloaded but "added to your library". Of course, you can download the contents to listen to offline (Add and download music, shows, and movies from the Apple Music catalog - Apple Support)