After transferring my account over from Battlenet to Steam all of my characters did transfer however I don't have Forsaken anymore. I do have a screenshot of my order on battlenet if need be. This transfer took place right when Destiny 2 moved over from battlenet to steam. I have also already completed the Forsaken campaign.
Hi there. Please keep both your Battlenet and Steam accounts linked to your Bungie profile and then follow these steps:
1. Login to the the Steam account selected for transfer
2. Open the game and get to the character select screen
3. Close the game
4. Retry the migration