"Choose File > Library > Organize Library. Then select Consolidate files" IS NOT WORK ING FOR ME. CHECKBOX CAN BE CHECKED BUT WHEN YOU GO BACK TO IT TURNS BACK UNCHECKED

Consolidating files is a specific operation, not a state of the library. Each item connected to the library is inspected. If already inside the media folder nothing happens. If outside the media folder a new copy is created inside the media folder, and the library updated to point to the new copy. The original file is left in place but forgotten about by Music. The box isn't supposed to stay ticked. Should you later add new content to the library from outside the media folder, without having the option to copy files to the media folder when adding to the library enabled, then you may need to consolidate files once again.

TL;DR: No problem, no solution.

tt2

Hello,

I have a couple questions to start. Do you have an active Apple Music or iTunes Match subscription? One is required for that feature to work.

Also, If so, have you waited for the sync to finish then checked again?

"If you subscribe to Apple Music, you can access your music library, including your playlists, on any device that has the Apple Music app and signed in with the same Apple ID that you use with your Apple Music subscription."

"Sync Library is also available with an iTunes Match subscription."

"Wait for your music library to sync. To check the status, go to the bottom of the sidebar and click Updating Cloud Library."

I hope this helps.