over 1 year ago - elektrizikekswerk - Direct link
The general answer is: Steam rarely (if ever) plays well with others, which means that in general having the original game from one source and the DLC from Steam (or vice versa) is not going to work.

I cannot give you a specific answer, though, but my guess would be that it won't work.  
over 1 year ago - AndrewT - Direct link
In your scenario, DLCs bought from us would have to be supplied to you from the MS/Gamepass servers, even though they received none of your money for them. They're never going to do that!

When you buy from our store you get a Steam key, so it is functionally the same as buying from Steam, or one of their other resellers
forum.paradoxplaza.com

Approved re-sellers

Hello everyone. I've been wondering for some time, who/what actually are the "approved re-sellers" that Paradox considers legitimate? Is there a list Paradox has made, which has all of them? If not, why? I'd think something like that would be... forum.paradoxplaza.com forum.paradoxplaza.com
So basically it's best to concentrate on one vendor, Gamepass or the Steam system, and get everything for the game from there.