Where did my downloaded music on sd card go?
I'm not very experienced with Amazon Music, but on other sources, when you download music to an SD card, it stays on the SD card. So most likely, your music will not appear in Amazon Music because Amazon Music doesn't know to look in your SD card for the music. If you use a file explorer, you should be able to find your music on the SD card.
If your phone doesn't come preinstalled with a file browser, ASTRO File Browser works pretty well for me. There are a lot of file browser apps out there.
There might also be an option on Amazon Music to import or show music on the device/SD card.