When I go to the bunker to start Dead Money it says it's locked and i need a key i have payed for it and tried redownloading it.

Prior to the DLC being downloaded, this is how the bunker normally apprears, as a locked entrance with no key. It sounds like the script which was to remove that limitation was buggy. Here's my best guess, assuming you haven't already tried this. First, make sure that the latest updates are applied, then, and I know it svcks to hear this, but you need to start a new character with the latest updates already applied. If this issue is just a bugged line of script, it may be due to using a pre-patch developed character.
I recommend just leveling a character up to 5 with all the points going into sneaking. This is a throwaway character to see if this will fix the issue, so don't worry about character balance. Knowing the location, start sneaking. Like the people who sneak all the way to Las Vegas at level 1, it's slow going, but quicker than following the main quest until it takes you nearby.
Not to sure what you could do if it's still locked, though.