I bought the Pilgrim DLC for Sword of the Stars The Pitt some time back
GOG accidentally charged me twice.
Wrote tech support and they reimbursed the extra charge.
Now I find they've also taken the DLC for Pilgrim out of my library.
So $2 for GOG charity supposedly and a game I'm just going to have to rebuy on Steam (DLC is handled better there)

This seems like an isolated case, I recommend contacting customer support again - I'm sure they would set things right as is the usual with them.

Could it be it's concealed in some other GOG Sword of the Stars entry in your library?

It's unsurprising something got lost, given how GOG represents the games. If my first impression of GOG had been a SOTS page, I wouldn't be here today.

Pic related.

edit:
Missed a word out.

I take it you had the same issue I did. I bought the Pilgrim DLC, but it didn't show up in my library. I contacted support and I was told should use this link in similar situations:
https://secure.gog.com/account/refresh/
If that doesn't help, you can contact them again, they will surely help.

Brilliant - this not only brought back Pligrim but it also tucked all the DLC neatly under the base game in my library.
Thanks!

No problem. :)