Download all the music you like, whether buying it on Bandcamp or Amazon or pirating it for literally any reason. If it’s too much media to keep locally on your phone then host it on a computer in your house with one of any number of hosting solutions (Jellyfin, Plex, Subsonic, etc.) and VPN your phone’s internet connection to your home network so you can stream them from anywhere without having to set up and secure another method of remotely streaming it. If you were on Android I’d recommend Symfonium, but I don’t know anything about the iOS app ecosystem.
Download all the music you like, whether buying it on Bandcamp or Amazon or pirating it for literally any reason. If it’s too much media to keep locally on your phone then host it on a computer in your house with one of any number of hosting solutions (Jellyfin, Plex, Subsonic, etc.) and VPN your phone’s internet connection to your home network so you can stream them from anywhere without having to set up and secure another method of remotely streaming it. If you were on Android I’d recommend Symfonium, but I don’t know anything about the iOS app ecosystem.