Check your library and make sure it is corectly downloaded. If that doesn't work, try checking the PSN storefront to see if it can be redownloaded from there. If that still doesn't work, you can try restoring licenses.
After exhausting all those things, you may need to contact Sony on why your licenses aren't properly transferring from PS4-PS5.
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Edited by wandering_Wampa: 1/21/2021 1:50:56 AMThanks for the help. The game seems to be downloaded properly and I tried restoring licenses but it still says I don’t have Shadowkeep. I’ll try contacting Sony.