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I had similar problems and moved to Google Play. They still have massive gaps, but at least for me they're less massive? Play also lets you upload tracks, which I confess I haven't done yet, but I should.

I was given a beta account very early on, and the remarkable thing was how much variety was in there. This was before it was publically launched. Huge amounts of ethnographic records, lots of European good electronic music (Mille plateaux etc), thousands of vintage country artists and somehow even merzbow and his massive box set. Slowly the catalog has gotten stripped down.

If I understand their situation correctly, the statutes allowing for on-demand play by Spotify are too expensive, so they negotiate direct deals to furnish their catalog. Your tastes may not be worth negotiating for!