What do I do if during my PS+ membership, I download a game, and after playing it, I want to buy it. However when I go to buy, it says "Already Purchased"?
You need a second "non PS+" account to buy either already "purchased" zero-price PS+ game, or just to buy a game at full price then it's on a PS+ zero-price "sale". And of course you can buy a game after your PS+ subscription ends.
This is an old known issue and it seems that Sony didn't really want to do anything about it.