Below is the solution that was given to me by GOG support. A bit long and not easy to set up but it worked perfectly for me.
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Hello again,
It looks like I only got 26% complete (a very hard platformer!) and the DLC is already available so you should definitely have access.
I am suspecting that this might be an issue with your antivirus software causing some files to be damaged.
Please could you create a backup copy of your saved games (just to be on the safe side). These can by found by using the combination of WIN key+R and typing:
%APPDATA%\Cuphead
Next, please use the combination of keys WIN+R and type:
appwiz.cpl
Once here, please find the game on your list and double click it to remove it.
This, even should an error pop up, should remove any registry entries etc. for the game
Next please try removing any residual files:
Please go to (use the combination of the WIN + R keys and type):
%APPDATA%
And delete the entire Cuphead folder.
2) Please create a backup of you Windows regiestry (just to be on the safe side):
https://support.microsoft.com/en-us/topic/how-to-back-up-and-restore-the-registry-in-windows-855140ad-e318-2a13-2829-d428a2ab0692 the video below might be helpful (please make sure that the "Computer" entry is highlighted while doing this):
https://www.youtube.com/watch?v=S93_3j5Sj5s Now please go to the registry entry:
HKEY_CURRENT_USER\Software\Studio MDHR
Please delete the entire Cuphead entry and all of the corresponding keys.
3) Lastly please make sure that the game folder is no longer present on your PC and if necessary, manually remove it.
Now restart GOG GALAXY and check whether you are able to reinstall the game.
Please reinstall the game AND add it to your anti-virus/firewall software's exception/trusted list.
Please make sure that you install the game to a short path, for example:
C:\GOG or C:\Games
The DLC should be now automatically added with the GOG GALAXY installation. I have went ahead and refreshed your purchase once again just in case.