I recently came across the problem of having downloaded ME2 after several years of having not played it, and all the DLC was missing despite having previously had it (again, years ago). I did some diving and after chatting with several friendly yet unhelpful Indian gentlemen, discovered the solution myself (as their solution was to play it in Origin as Steam is no longer supported).
Anyway, go to the following website and download each individual DLC/Cerberus file. Simply run the file and it will automatically install into your Steam directory (even if it’s on another hard drive, as mine is). Simple as that. Link
Original Link – Continuation of discussion