Sorry to hear it's giving you troubles. If you bought it on steam, and it's not showing up in steam, then I don't know why they would have referred you to us. We can't control what's associated with your steam account. So I'm guessing it's some other problem; to clarify:
1) Did you actually purchase Ancient Shadows on steam, rather than direct through us or someone else?
2) In the steam client, in the library, with AI War selected, what is listed in the "DLC" box (under the "Achievements") box?
3) In the game, on the title screen, on the right, what expansions are listed?
4) Click on "License / Expansions", what is listed and what says it is unlocked?
5) In windows explorer (or file system viewer, for other platforms), in the game's expansions directory (probably "C:\Program Files (x86)\Steam\SteamApps\common\AI War Fleet Command\RuntimeData\Expansions\" on windows), what directories are there?