Playlists and songs deleted

[Chryslight]

I've had Spotify premium for almost a week now, I love the app and everything it has, but one thing. Recently, when I download my own playlist and the songs from my library, suddenly they dissapear and they are not longer in the SD storage. This happens often enough to annoy me, so I'm requesting aid for everyone who can helped me.
There's another thing, everytime this happens, I can notice that the cellphone changes -AGAIN- the destination where the downloads go: the internal storage.
I don't really know what's going on and why everytime I have to being using my mobile data to use Spotify.
If there's any solution or a way to fit this, I'd like to know what it is, because it's always a pleasure to listen to the music you love and anytime you want.