Hey @Velanche_Stewart,
Thanks for asking about this in the Algoriddim Community.
Please note that My Collection playlists (AKA djay Media Library playlists) are currently not being synced via iCloud Sync. We are aware of the high demand for this. It has been previously discussed here: Syncing My Library Playlists between Devices
In general, in order for iTunes/Music to work as expected, you always have to have your iTunes library locally stored on your device (or use an external drive).
Let me know if you have any other questions.
Cheers, G
