If you manually imported MP3s (not from the Apple Music catalog), "Remove Download" might not be an option. You may need to move those files to an external drive. If you'd like, I can help you with a few more things:
Go to File > Library > Update Cloud Library to sync the status of your "cloud-only" songs.
Setting up a to automatically find and remove old downloads.
Sometimes macOS moves deleted media to the system trash before reclaiming space.
If you find that your Mac keeps downloading music you didn't ask for, check these two settings: 1. Disable Automatic Downloads
Hold the Command key while clicking various songs, then right-click. Everything: Press Command + A to select all. Select Remove Download .
Downloading may take time depending on number of products.