I think it should be fine. Although I am on Xbox so it might be different, but I have a UK Xbox, and and Asian copy of the game, and I download from the UK marketplace even though I live in Asia. On Xbox at least the DLC is not region coded, I was given a British arrow code and it worked on my asian game, the codes that came with the asian game work on my UK Xbox.
If it doesn't let you download from the in-game menu... maybe they are updating the downloads? Try again after your patch, also see if you can download Lobo from the Season Pass menu when it's uploaded.