Maybe not famous, but it is a known issue. Both the Fight for Sanctuary dlc as well as the hi-res pack show as 'Not downloaded' in-game, but my console confirms that they are installed, and I played through the entirety of the extra content without issue.
Lilith was a playable character in the first game, so that would be your best chance to enjoy playing as her.
"What's worse, thinking you're being paranoid or knowing you should be?" Primer