Can't listen to local files

[alkl]

My Question or Issue

I used to be able to listen to local files, but after I accidentally un-downloaded them when I was trying to get new local files to download on my desktop, I no longer am able to. The playlist on my desktop says the songs are downloaded but the arrows are still grey and the songs can't be found on my iPhone too. 

I have tried disabling the firewall on my desktop and re-installing the app on both devices. Wi-Fi on both devices is also the same. I also tried using hotspot from my phone. 

I really hope to receive help on this because I've been trying to find solutions for a really long time. Thank you in advance!