Apple Music to Apple One
I currently have Apple Music and share everything with my family. If I move to Apple One will I lose any of my music or have to download it again? Will my family have to do anything?
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By "sharing" I assume you mean that you currently have an Apple Music Family plan that you are sharing with your family. If so, moving to an Apple One Family plan should result in no loss of the music libraries. Just upgrade directly to Apple One and don't manually cancel the Apple Music subscription. You may find this article helpful:
Bundle Apple subscriptions with Apple One - Apple Support