Spotify will not save your music. It is a streaming service so it will never show music that you have imported from other sources unless you set it to. You're better off searching through your computers hard drive(s) to look for it.
Try looking for it in C:\Users\[your username]\Music\
Yes I bought it via Spotify. This is an old feature, and just to be possible. Look it up on the internet. This is an old feature that Spotify silently dropped a few months/years ago.
So I payed Spotify 15 euro's for an album. Because this used to be possible... Then I downloaded the music from Spotify (this also used to be possible) and burned it legally on a CD. Now the CD broke, and I want to re-download the music.
So Spotify should enable me to redownlaod the music or refund my money! 🙂
Thanks for posting about this here in the Community!
Unfortunately, as you mentioned, this is an older feature that isn't available anymore. As a result, it won't be possible to download songs you'd previously purchased. We'd recommend taking a look at this thread for more info.