It seems that Apple Music wants to work on a download as needed process. As well as there being problems with matching ripped CDs with the Apple iCloud. In 1 album I looked at in Apple Music, there were two entries for the same track. One had a location as in iCloud and the other had a location pointing to a local file that does not exist.
I wonder if it is things like this that are causing problems with Sonos.
SO I back to what I was trying to do – get local copies of all tracks that I own that are stuck in the iCloud.