If your lossless downloads are not playing in your DJ tools (Traktor, CDJ, Serato, Rekordbox, etc.) or other media players like Sonos, chances are they are encoded in 24-bit. Some audio programs don't support 24-bit audio files, or are incompatible with Bandcamp's 24-bit encodings.
In order to get the tracks working correctly, you'll need to convert them into the universal standard 16-bit. We recommend using Apple Music or fre:ac to convert your downloads into 16-bit.