Go to your C:\Program Files (x86)\Steam\SteamApps\common\Borderlands 2
Delete the Installscript.vdf File
Then Continue on to C:\Program Files (x86)\Steam\SteamApps\common\Borderlands 2\DLC\POPremierClub
Make a Backup Folder and Backup the WillowDLC.INI and the SeasonPass.txt in there. Delete them both from this directory when your files are backed up. There should no only be a LIC Folder and your BACKUP folder.
Go into Steam>Library>Right Click on Borderlands2>Properties>Local Files> And verify integrity of Game Cache.
It should then give you a message that three files failed and will be reacquired. Launch BL2 and steam will install those files. When the BL2 Splash comes up, Close it and relaunch BL2.
It then comes up.. And you should see the new character in the New Game menu.