As regards the Mac, all of what you say is normal. You will find you can copy files in the Music/MQ but do nothing else in there and you will be able to create sub-folders and add and delete files in the Downloads folder. The Core is deliberately locked apart from that.
Anyway good that you know the Core isn’t the problem! And now you know how to delete unwanted music in the Downloads folder. You just delete it with your Mac and the Core will automatically reindex the changes within a couple of minutes.