Cancel subscription
If I cancel my Apple Music subscription do I lose all the songs I downloaded to my phone also
iPhone 5c, iOS 10
You only retain rights to listen to Apple Music as long as you have a subscription. If you downloaded the songs under Apple Music then you won't be able to listen to them.
If you purchased any songs from the iTunes Store (before and/or while you were subscribed to Apple Music), you do not lose the rights to those.