If you have the digital version of Two Worlds 2 VE then you can't play the Defense DLC. Because of an error either made by Topware or the PSN team it won't work. DLC is region locked and the Defense DLC that comes with the digital version is the EU version, while the game is the NA version, all the other DLC works cause it's part of the game download. Awhile back I started a thread about this and sent messages to both Morgan and Topware about this neither replied. If you wanna play the Defense DLC then your gonna have to buy the disc. If you do have the disc then it's in the multiplayer menu should say castle defense, It should be one of the game types you can pick.
Bil-At Kir-Zal Za-A-Kam Ki-Aga-Du
I know how you feel to buy a complete/GotY game that isn't complete and never will be becuase of an error someone made, that they refuse to fix. You can try emailing Topware and messaging someone from the PSN team like Morgan but you will probably get ignored like I did. If the DLC can't be fixed then atleast remove it from the PS store so it can stop fooling people. On the brightside though if your a trophy hunter the Defense DLC has no trophies so you can still get 100%