Allo there,
If you are sure you own the content then you can try to restore your licences or verify that the licences are downloaded.
https://help.bungie.net/hc/en-us/articles/360049196071-Accessing-and-Restoring-Licenses-to-Destiny-Content
If that doesn't work then you'll need to reach out to Xbox support and verify that you own the content and they can restore it as they control all licences on your account.
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So they are saying that I don't own the DLC but I Have the Exotic and multiple triumphs from the dungeon and the Raid
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Did you perhaps own the content via gamepass? As Forsaken, Shadowkeep and Lightfall were part of gamepass until Dec 8th 2021 and once they left any user who didnt buy the expansions would lose access. Unfortunately you will need to discuss any licences with Xbox support, they can restore anything you own and will be able to see your purchase records. Bungie has no access to your account or anyway to grant a licence.