i got the same error when downloading...however, i think the DLS are included within the main game itself...thus the 'errors'..
i am just starting the game and i see that i have all the DLCs costumes.....to change your costume just press 'Option' on the main game and L1 to the screen with Delsin's profile, you change your costume there..
don't think i have reached Cole's legacy DLC mission yet but i do think it is installed already..
in order to fix this, i had to delete the game from the main screen - dashboard?
then i did a database restore from safe mode
next i had to reinstall the game
about 2-3 hours later the game said ready to install even though i was playing it and it said it was done..
in any case, when i was in the game, all my progress looked like it was gone however once i exited out when i got that message, re-launched the game which re-installed it, all my dlc showed
what a pain to get the dlc going..