I bought the Light & Darkness collection bundle which included DLCs up to and including final shape with the annual pass. I have received all DLCs on steam. In the game store it also shows all DLCs owned except i do not have access to the season pass and final shape dungeon key.
I have verified game files on steam, checked licenses and no issues.
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Head to: https://help.bungie.net/hc/en-us/articles/360049497351-Contact-Form-Missing-Eververse-Item-or-Add-On-Items At the bottom use 'submit request' and provide details on the form. Bungie will the look into it during business hours.