To play the Steam contents on Steam you need Battle of Stalingrad first, as Steam regards all the other GB modules(including BoM, BoK and BoBp) as DLC for BoS. This is stated on both Steam and Il2 store pages.
I have bought in Steam: Bos, BoM, BoK, P-40E-1, Blazing Steppe and Fortress on the Volga. Through the Il2 Store I have bought: Havoc over the Kuban. If I play through Steam I can play everything including Havoc over the Kuban. If I try to play though the Il2 launcher none of my steam modules appear. I'm sure I could play Havoc over the Kuban on this but you need BoK to play the campaign and since I bought it in steam it does not appear. I'm sure my accounts are linked because when I log into the game through the Il2 launcher my last plane I flew on my Steam account appears in the menu. I am looking into getting my Il2 stuff out of Steam and on the Il2 launcher, so its all consolidated on one launcher, but I don't think that's possible.