The "deauthorize all" option will only show up if you have more than one computer authorized on your account. If you have only one computer authorized it can be deauthorized right from the "Store" menu. I am having the exact same problem as you, have tried the same support pages as you mentioned, deauthorized and reauthorized everything and I still can't get my song to play.

The "deauthorize all" option will only show up if you have more than one computer authorized on your account. If you have only one computer authorized it can be deauthorized right from the "Store" menu. I had the exact same problem - what worked for me was to make sure the "iCloud download" column was checked and visible (right click in area where artist, name etc labels are and scroll down to click on "iCloud download"), a small icon with a cloud and an arrow were shown beside my song and clicking on that downloaded it from the cloud. I can play it now. I'm not sure why the file went to the cloud at all when I downloaded it - my computer is not connected in any way but I will have to further investigate that. I hope this helps!