It will say it's purchased, but you should have the option to download it when you view the main page for the DLC. Here's a link to the page (sign in and wait for the page to refresh).
The Division : Underground DLC
Is there a button there that says "Download to your PS4"?
If yes, you should be able to go to the same page on the store of your PS4 and download it from here. Otherwise, click the button on the web page and provided you have the auto-download settings correct on your PS4 it should start to download. Otherwise it should start or notify you when you next turn on your PS4.
If it doesn't, then check you're signed in to the store. It might also be worth restoring your licences on your PS4 (in System Settings somewhere, I forget the exact location). Also, check the page for the Season Pass. Does it say you've purchased it there? If not, you might be using a different account?
Hope all of that helps.
