One is of the two freaks is one of two very famous horror movie villains. The other is a villain from a japanese game series last seen on the PS2 with a knack for cutting his victims in this towering series. His name fits his weapon.
I live in Denmark and I share the same problem. I have the british version of the game. I downloaded the DLC from the store outside the game. It just doesn't seem to register with the game. The game just keeps asking me whether I would like to enter the PSN store to download the addon. And when I accept nothing shows up in the list it dispays (both before and after I bought it from outside the game). Its a bit of bummer.