Last week I loved the Discover Weekly, but I neglected to save it. I did however download that playlist. Now, if I can remember a song from that playlist, and search for it, the "downloaded" icon appears next to it. If I could find a way to list all downloaded songs, I could reconstruct that list with 30 awesome songs.
I can see how to filter any playlist by offline content only, but these songs are not on any playlist. There must be something somewhere that contains a list of all offline content, even if it's not on a playlist.