Hi WiserSeb1,
I also got RDR downloaded DIGITALLY to my xbox 360... but the Undead Nightmare will NOT play for me either.
I was only able to buy the War Horse & Golden Guns... and after 45 minutes of searching this forum, CANNOT find any ANSWERS to any of the questions anyone has asked.
I don't believe xbox SUPPORT ever reads these anymore (even tho' there is a filter pick for "Support Answered"...!).
I just found your* question today (4/26/2018*) and it doesn't look like you have received any help yet either (in SEVEN YEARS*)!
I understand the frustration... and wish I had a REAL answer for you... but I don't.
Good Luck*