If you switched from physical to digital then YES it is Playstation's issue and you do need to deal with them. On top of that, it sounds like you redeemed a physical code and then cancelled the physical code order which would invalidate your code that you received on that physical purchase.
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Never redeemed a physical copy code because I never received a physical copy. As far as I understand, the Coldheart DLC is a little insert inside the game case for the physical copy. Also, all assistance aside, your comment comes off as very accusatory.
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I didn't know about the insert I will check for myself thanks for that tidbit