iTunes refuses to sync about 1/3 of my music with iCloud and more

So, about 1/3 of my iTunes library will not sync to iCloud music. The brilliant part of it is, all those songs are on my computer (on an SSD) and I have no way to listen to them. I go to Edit>Preferences>General, and make sure iCloud Music Library is check marked. Then I go to Files>Library>Sync to iCloud. The little icon in the upper right hand corner says its syncing, for a few seconds. But all those songs are still greyed out and unplayable. I right click on a greyed out song and there not the option to sync it to iCloud Music.

I check Edit>Preferences>Advanced to make my iTunes Media Folder Location is correct and it is (E:\iTunes\iTunes Media). I also have Keep my iTunes Media Folder Organized and Copy Files to iTunes media folder when adding to library both checked. So there's that.

Since I've had to screw around with this non sense before:

On a slightly different note. I have purchased (through the iTunes Store) a couple compilation box sets. Solti - Wagner - The Operas is an example. Now, it shows that music to me in iTunes. But, when I go to download it, it separates the files so that about 850mb worth of the music goes into my iTunes media folder. The other 9.18gb goes into the apple music folder. I hate that.