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Try tapping on the Music icon on your phone. Then at the bottom tap on My Music. In the semi center top area of the screen (right under Recently Added) tap on the red text (what it says is option specific, mine is set to Artist) and when that smaller window opens tap on the button at the bottom and disable "Show only music available offline".
If that doesn't help, feel free to create a free user account here on iMore and reply back to this thread so we can further help you.
03-17-2016 06:22 AM