Changing countries makes iTunes unable to locate music
I assume you use iTunes Match (and haven’t downloaded the music to your library). If the problem is caused not downloading the music, switch back to your original country and download all the music before switching to your preferred country.

Side Notes: Everything you purchase on iTunes is tied to your Apple ID according to its active country. If you purchase music on Unites States iTunes Store, you won’t be able to download them when you switch to Japan iTunes Store.

You can certainly switch between country to download your past purchases, but I suggest to maintain one Apple ID to avoid this complicated process.