Using my WP 8 Lumia 930 I've saved a number of albums to my phone. Settings show no files need syncing. They have the green arrow next to each song showing they're downloaded. But when I play ant of them they'll run for maybe a minute and then stop.
Spotify then becomes unresponsive in that I can't change the track. If I reboot the phone I can then change the track, but then stops playing after a minute or so.
The version of Spotify was downloaded 2 days ago.
Have also noticed that if you delete tracks the data file size doesn't change. Which sucks. I needed to free some space on the phone and had to delete the entire app and data.