To allow automatic importing of songs from LW to iTunes within seconds of the song finishing downlding, go to LW's preferences>iTunes>Importing & tick the option.
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At odd times when LW is extremely busy & has been running for many hours or days, there are odd moments when iTunes may temporarily stop importing. I presume this is a Java issue with VM lag. The answer is to close LW & re-open. This will also set VM back normal opening levels.
More on this point in this discussion here
Sometimes songs don't appear in iTunes folder (click on link)
Personally I have stopped auto-importing of songs to iTunes. Then add them manually so I can be sure all have been added to iTunes.
* A recent issue with
viruses posing as mp3's will mean those files will not import to iTunes. If you are using auto importing from LW, then you may receive a permissions error.