Well, I also bought the pack through steam, as far as I know, you cannot even buy TGC packs through the store, so, luckily, that should not be the problem.
Also, my store user is not the same as the steam user and my steam profile is not linked to the store (as far as I know
), so, even that should not be the problem.
If the download said "Nothing to download" , turn to support.
If it DID download one or more items, you might want to double check the "Characters folder" in "Fantasy Pack", since "Imp Ally" is shown left of the original "Imp", so there is a (small) chance you might have overlooked it.
You might also try to download one of the free items from the store, in order to see whether the store is working at all for you.
Good luck.
Lives of great men all remind us we may make our lives sublime