Two suggestion:

First, try a reboot of your router, followed by a reboot of the Sonos speakers.

Second, try removing your Apple account from the Sonos controller, then add it back in, which should force a new handshake with Apple.

If neither of those work, I would recommend that you contact Sonos Support directly to discuss it.

I usually suggest the phone folks, they have more tools available because they're on the phone with you, but they are only available Monday through Friday during business hours. The Twitter support folks are available 24/7.

I am unable to play anything from Apple Music. I receive an error “the connection to Apple Music was lost.” 
 

Nothing has changed in my network, performed a reboot of all my network equipment, hardwired the Sonos speaker, reset all my speakers to factory and still have the same issue. 

Apple Music works on my phone, and works on Sonos ONLY when commanding Alexa to play it. When I try to play it through the Sonos app on iOS to the speaker I get the connection was lost error. This started last week.

opened a ticket with Sonos who agreed I’ve done all I could and suggested opening a ticket with Apple…..

The one thing you didn’t mention is removing the connection to Apple from your Sonos controller, then adding it back, forcing a new handshake between Apple and your Sonos system.

For what it’s worth, doing a full factory reset of your speakers wouldn’t be advisable, or fix your issue, but I guess that’s water under the bridge. 

Removing and reauthorizing was the first steps I took before any hefty work and in between each of the steps just to be sure.

Sonos support also advised me to complete the reset.