All non-online dependent content of the own DLC should be available automatically. Maybe it's a Steam bug, you can "turn off, turn on" all DLC in the additional content managment screen. Occasionally it helps.

Also, it doesn't matter if you launch the game throught Prophecy or Martyr, if you own both, it's going to be the same game, the story will be slightly different, depending on a class (Tech Adept actually starts "in the middle" of other agents stories and hijack their ship, lol).