iPod Nano, iTunes, and Apple Music

• I'm trying to set up my old iPod Nano (8GB). Its software is up to date.
• I have an Apple Music subscription and iTunes is loaded on my PC.
• I want to move music via iTunes to the iPod Nano for my kid and I keep reading different "how tos" and am confused by the information I'm getting online from different forums and also the messages in iTunes.
• If anyone knows definitively how to move music onto your iPod Nano, I'd very much appreciate that guidance.

After ensuring my iPod was synched, here's what I did:

(1) Using iTunes, I deleted all the existing files on the iPod.

(2) In iTunes > Library > Albums, I tried to drag and drop an album to the iPod.

Nothing happens.

(3) I got a message that the music needed to be downloaded (sorry, don't have a graphic of that message). So, I downloaded the music to my computer. Still can't drag and drop.

(4) I did some searching and followed these instructions (How to Add Music from iTunes to iPod: Quick & Easy Steps) to manually move the downloaded music to the iPod.

And I get this error message:

(5) I search using the "To play Apple Music..." sentence and get to this site: ‘To play Apple Music songs on your iPod, … - Apple Community. The response to that post says "You can sync songs that are physically owned or stored on your computer to your iPod shuffle..." Great, but I couldn't seem to move music I've downloaded.

(6) But I make sure that I've enabled iCloud Music anyway.

(7) I do more searching about using iTunes to put music on my iPod Nano and depending on the year of the post, I get different answers about whether it's possible or not. I feel like there's something obvious-ish that I'm missing or not clicking. Any help would be appreciated. I'd like my kid to be able to listen to their music but not be connected to the black hole of the Internet just yet or need wifi (so they can take their music wherever).

[Edited by Moderator]