Do not buy the new DLC for TSW from Dovetail Games. I made this mistake this afternoon, using Paypal. Paypal sent me a confirmation email within minutes. DTG promised to send an email (why, I don't know) that has not arrived nearly 6 hours after the purchase, nor has the DLC downloaded. When I've bought similar DLC items for TS or TSW from Steam, the products have been delivered within seconds, not hours -- or possibly days, who knows?
Yep, although I required some help from a member of the TSW team. Turns out that after buying from DTG, one has to get a product code and then submit that to Steam. Much better to do as you did: just bypass DTG's "store" and buy direct through Steam.
Just for the record, I really regret that my Mr. Hyde side made this post -- I'll try to keep him in check in the future.