I downloaded last night and I get a message when loaded a saved game that some content may not be there from before. Also, when trying to find the canyon, it it not there. Therefore, I don't think the patches came through, which may have created an issue with the content itself. Can someone please help.

Clear your system cache, delete all title updates, uninstall your game along with dawnguard.
Install game, patch to the latest version, install Dawnguard
Happy days