There has been a persistent issue with saved music on Spotify suddenly 'undownloading' itself. This issue has been going on for over a year. Spotify needs to fix this - and don't tell me to just go to a page with solutions - I've done them. This issue continues over time. Fix it.
Hey @Caecos, welcome to the Spotify Community!
This can happen due to an unstable internet connection while downloading or any cache-clearing app installed in your device.
We suggest tapping Spotify as exception to avoid having its cache deleted.
If anything else comes up, just let us know.