I'm also not very happy with Apple Music anymore either. The lack of UX care regarding the service is noticeable. It suffers from weird bugs and tracks which suddenly won't play all the time. This is not the Apple which lovingly created the first few versions of iTunes.
So I've started to collect a solid collection of lossless music files myself, a combination of CD rips, Bandcamp and Qobuz downloads. And I'm using alternate player software to access them, depending on the platform I happen to use. I don't use any server. I manually sync the music files between canonical storage systems (my iPhone, my Linux desktop, and my Mac desktop). I've even gotten my old iPod Classic out of mothballs and started messing around with it. So much fun!