Can't find music I downloaded from Google play music
Google Play Music app is storing music files in your phone's internal memory, which means that you can't access them without root access.
They are located in /data/data/com.google.android.music/files/music folder. To access them you need to root your phone.  

But if your phone is not rooted, going to this folder will show your downloaded files named something like 1123.mp3 / 1234.mp3 and etc.
You will have all your files, but name of artists, tracks and everything else is erased from mp3 file's metadata.

I hope this helps!