Best way to avoid using hard drive for music?

Hi I have lots of live concerts that were officially released by the artist (via Nugs) and bought as mp3s. These are artist sanctioned but not released on Apple Music/Spotify.

I have just bought a new MBA and didn't want to store all the gigs on it as I don't want use up all my hard drive space as I've only got 250GB.

I would ideally like to store all the music files on my 2TB iCloud Drive and for the Music app to take the music from iCloud when I'm online. However, when I tried doing this, it seems that it makes a copy of any songs on the hard drive so it rather defeats the object. Has anyone got a solution to this or a better idea?

Thanks!