I highly recommend deemix (deemix.app). Look into it.

+1 for this. I had been downloading youtube songs up until now. I easily converted my spotify playlist to Deezer and after that used deemix to download everything locally.

I had to check the codebase to check if it is secure or not, so that I will not get caught (as i stay in Germany currently), but everything looks encrypted and ISPs cannot snuff what is going on.