Apparently there's a glitch and you have to go to the extas menu and tell it to receive gifts. A prompt to update will happen and after you allow the update and close out of it the characters will load.
I haven't played Hyrule Warriors in several months and now today when I went to update the game the new DLC hasn't shown up, but the max level has gone up and other stuff has happened. How do I access the PH/ST and ALBW maps and characters?