Ah that could be the problem then. If you bought the annual pass edition on XBox while another account (like PSN) was cross-saved and the Active account, then the season passes and dungeon key got applied to that other profile. When you cancelled cross-save, the previous set of characters no longer showed on XBox but took the passes with them. Season passes count as in-game purchases and are applied on-time to the Active account at time of purchase. So while your XBox profile will still show the annual pass edition as being owned, and the Lightfall content as playable, the season passes are attached to a different set of characters.