You are not alone. None of us received the black armor weapons set dlc with our preorders off the PSN. I've contacted Sony and Bandai numerous times and the problem is on Sony's end. Sony told me to delete the game and redownload it though this did nothing but waste more of my time.
It had been claimed that it would be fixed once the PSN updated. Though it finally updated a few hours ago, 2 and 1/2 days late, and nothing changed. I've deleted my game yet again and installed it. Making it my 3rd time to download and install it and STILL no bonus weapons. Not in the game nor does it show up in my downloads.
While you can eventually find all the weapons from the bonus in the game without the dlc you can't, of course, start the game with them. It's so unfortunate that Dark Souls 2, which is an awesome game, has had it's launch tarnished by something that is so easy to resolve. Sony, just send us codes for the dlc and the problem goes away.
I've owned this since release, black armor version. I have tried logging into playstation store. Only option I see is to buy game for 59.99. No black armor. Who can I contact or what do I do???