So I contacted amazon via support chat, was then redirected to call them and the rep there told me that she wasn't sure if it came with the pre-order bonus or not. She specifically said that because it was worded as "sold and shipped by amazon" that it may not. She said she would have to go and do some research and would get back to me and that if the price changes by then she will still honor the price.
My guess at this point is that the download addition probably doesn't come with it, even though the steam version does.
Preloaded the game, started playing at midnight on launch day. At that time, I didn't have the preorder stuff. Contacted Amazon later that day via email - was told I'd have to repurchase the game Called them - after wading through four different people, I found one who wasn't lost, and ill informed. Still had to have the original purchase refunded, and order again, which did not solve the problem Later in the day the preorder stuff just showed up in the game.
So now I have a license associated with my steam account that has been refunded by Amazon, leaving me worried that the license will be revoked, which would likely lock my steam account. Amazon support knew NOTHING about the preorder DLC and what was going on with it, and as a result, I'm now in a rocky situation that could potentially end very badly. The CSR I talked to did say the key wouldn't be flagged with Steam in any way, but he also told me he'd send out a key later in the day... which never happened. He did later send an email with the subject line "Your Amazon.com Kindle Inquiry" so I'm not really optimistic about any of this.
EDIT: Just to be clear, 2K and Gearbox didn't do anything wrong here - the DLC did show up in game on launch day (late in the day, but still technically on launch day) Amazon had absolutely no clue about what was going on. Assuming my license doesn't get revoked, and my Steam account doesn't get locked, I'll play many many hours of this game.