I had this exact same issue. DLC lists as unlocked on steam but is not in the game. No alt chars, no nothing else.
I also encountered another very bad bug. After playing the tutorials I got a lot of nice loot both from playing and from the chests, and I wanted to equip my newly created character with them. I went to the manage decks screen from the scenario select screen, put in the new cards and exited the deck manager. Instead of getting taken to the scenario screen, I got to the create party screen - with no chars selected. I tried to add the chars that I had made, but they were in another party. I wnet back to the main screen and pressed play, and I now had two parties. One with the chars I made, and another with no chars in it. I selected the party with the characters and went to look in their decks to check that they were all right. They were not. Alle the loot cards that I have gotten were gone. They were not on the chars, not in the stash, nowhere to be seen. Now I really don't want to go into the manage decks screen as I am scared to reset my deck again.
Is there anything you can do to see what happened and maybe get my cards back? It is not a very good first experience when you have just bought a game that you have waited SO long for.