I just bought a few shakira songs on my iPad - they have downloaded fully and appear in my library. Ive noticed a bug before where if I buy multiple albums with 1 or 2 songs on, the song nearest to bottom of the display wont play. You just can't click it at all! Its not the screen, it works fine when out of the music app!
Please see the screenshot for Example! Its 'she wolf' that wont play.