When you cancel your free trial, not only does it remove all the Apple Music it also steals your own stuff away, such as your own CD's you've transferred. The only thing left in is purchases direct from iTunes.
I had to reinstall every bit of music from my laptop after Apple Music ended. What I hadn't left on my laptop, I lost for good.
Apparently there's software available that converts the music files into keepable music files (removes the Apple Music's tag type of thing) but despite me usually being quite computer savvy I didn't manage it before my trial ended.