I've had this problem since the start of my subscription, and it's making me reconsider if I should switch to a different service. It's happened multiple times - and I have hundreds of songs downloaded. Then suddenly one day, when turning my phone on and opening Spotify, I realize I'm logged out.
This in and of itself is a problem because I've been randomly logged out in situations when I didn't have access to internet, so I couldn't use the service I've been paying for for ages!
But once I get internet and manage to log in, the same thing always happens - all my downloaded songs are gone and when I check the settings, suddenly the default download location has been changed to internal storage (where I don't have any space for songs) without my intervention.
I'm a premium client, I've updated my app, I've used different SD cards, different networks (even used data) and I'm not downloading on any other devices.
This issue has been going on since I can remember signing up to Spotify premium and I would like a solution. It's a paid service!