Hi there. The characters you play with on a platform you have DLCs installed will have access to that content, regardless if the characters originate from a different platform. Please note that you choose the characters you want to play with, not the platform you will play on, which in this case are your Steam characters. Your Steam characters will have access to the DLCs on Epic while you play on Epic. If you go to play with them on Steam, they will not have access to the same DLCs unless you purchase those on Steam. Unlike DLCs, Season Passes and Dungeon keys get applied to the active characters on an account when you buy them so they go with those characters wherever they are used.