3. umm, i had an xbox before the slim, then i bought the slim, and transfered it....
That sounds like your problem. When you download games you also download the license to play it. When you transfer your profiles, game saves and DLC onto another xbox it doesn't take the licenses with it. So you will need to
do a License transfer (link here). You can only do this once a year I believe.
Once you have completed the transfer then you should be able to play your downloaded games offline. (They may require you to re-download them though)
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