Since few steam patches ago, i find the best way to check for missing dlc is using the store page.
If there is a
blue mark infront of the dlc it means, that you own it (if you hover above it with your mouse it even tells you that, as you can see in the screenshot above art of war).
If there is a
white mark it means it's on your wishlist, but you don't own it yet (in the screen e.g. the art of war ebook)
If there is
nothing in front of it it means 1) you don't own it or 2)it's a package which you own, but steam can't handle it corectly (e.g. pre-order-pack, call-to-arms-pack, digital extreme edition upgrade pack). For this dlc the only way to check is to look whats inside the package (e.g. in the pre-order pack is 1)100years war-unit-pack 2)purple phoenix expansion) and then look them up manualy in your dlc list (right click on Eu4 in your steam library --->show dlc OR right click--->settings--->dlc) and compare it.