[2021] Missing DLC Garnements of Holy Roman Empire

Yes, that is normal. That DLC is a pre-order bonus only, and is not available by other means. It is possible it will be put up for sale or even as a free item at some point in the future, as happened with say EU4, but that would typically be years away.

If you play MP games that he hosts, he should disable that DLC before starting a new campaign, that way you will be able to load those saves if you wish.