Loaded music disappears after downloading
Hm that sounds really weird. I can only try to give you some suggestions...

I assume you already searched in "Finder" for the missing file? What you maybe could do is to search via terminal from the root directory:

find / -name "myfile" -print


And you are sure that it is the "right" iTunes library? Maybe, it is copied to a library to an external hard drive of yours? The folder where you are copying it to is in your iTunes -&gt; Preferences -&gt; Advanced -&gt; iTunes Media Folder Location
folder?