It's possible to download the game and its DLCs through Frontier's launcher, even if you purchased them from Steam or Epic. That's because all your purchases are automatically tied to your Frontier account, no matter where you made them.
For example, because of the release of Horizons 4.0 I just uninstalled Horizons 3.8 through the launcher. Now there are two ways for me to get it back: either click the Install button in the launcher, which will start downloading from Frontier's server, or use Steam's repair function, which will start downloading from Steam. The result is the same.
Be aware though, a product purchased directly from Frontier will only be available in the launcher. Downloading from Epic or Steam instead will not be an option.