Thanks, worth to add a follow-up of my case, I didn't notice the notification because I have several Google accounts on the device, which aren't used frequently, and each sending notifications that I just ignore. Hence, this download complete notification was buried down the list, and I didn't notice.

@Firelord to delete a song via the player I need to tap a three vertical dots icon, choose "Delete" in a menu and confirm. I'm 100% sure I never did that with the song that disappeared. I access it only via the music player, while playing the whole playlist, or choosing to play it directly. I never used the file manager to access a song. I know it's weird, that's why I was hoping someone might know something about it... :)

@AndrewT. thanks, so maybe only some "external" vendors, not Google itself. Also a chance Huawei is unique in this, in which case the given answer is all that we'll get. :)

Oh, well had no idea it's their Consumer Brand Song. Thanks.