For me I have gotten a little further. Its really odd now. I have the URL address that I obtained right through apple music as the stream is available as one of their own stations listed when I run a search in music. It is https://music.apple.com/us/station/lazer-99-3-98-5/ra.1460922909
When I click on it, it goes there and plays just fine. I do not however get any option to "add to playlist" like my other stations that I have done so with by entering a url. I then read someone said to change the beginning from http:// to music:// to read like this:
music://music.apple.com/us/station/lazer-99-3-98-5/ra.1460922909
That works for a split second but not long enough for me to click on it to see if the "add to playlist" option comes up. Instead, it links automatically back to the https://music.apple.com/us/station/lazer-99-3-98-5/ra.1460922909 address and once again. I only get the 4 options about sharing it available to me.

My other streaming stations come up with a different-looking menu option. Add to playlist is one of them.
like this:

So frustrating. There has to be a way to add it to a playlist or if someone knows how I can duplicate a stream I already have working in my playlist and just rename it and provide the correct url address in the file tab please let me know. The file tab seems to be locked down and I can't highlight anything to change.