Shenmue 3 Deluxe on Steam comes with exclusive DLC (“Burning Sandstorm” Advanced Technique Scroll and Ryo’s Flight Jacket) which are not available via individual DLC purchases/season pass purchases. These DLC are mentioned nowhere on any of the game's store pages. Are they available on GOG?

It should be the same as the steam version but to be sure you should contact gog support just in case

I did and apparently the DLC isn't there. The publisher's support seems to think all Deluxe versions should be equivalent so looks like a case of crossed wires to me. To everyone reading this: please contact Deep Silver support using the contact us button here and ask them to make the missing DLC available on GOG!
https://support.deepsilver.com/us/games/shenmue3

I sent them a message that the game is missing

The Burning Sandstorm technique and Flight Jacket plus the kickstarter rewards that are available on the other stores (Deluxe Edition) I will wait for their answer and post it here.

Awesome, thanks. So far they told me they've contacted the concerned department, if I hear anything back will post here.

Bad news.. This is the answer I received today

Ah, well at least we're sure now. Based on how the game's files are structured I'm fairely sure all DLC files are included in all stores, including GOG. It's just that in GOG there is no license check for the DLC so somebody has to figure out some hex edit or patch to mod those DLC back in.