I have Oblivion from Steam 2 mdr. ago,

how do i see (Map) that i have Shivering Isles and Knights ?

What places do they start in game, is it Strange Island and Priory Of The Nine = Knights?

Steam have confirmed that all files are OK,

But did Steam now about Mods and Unofficial ?

If you are not running a quest delaying mod, You will hear NPC's talking about an attack on the Chapel of Dibella in Anvil if Knights is installed.
You will recieve a message in your Journal about a Strange Door in Niben Bay shortly after you install SI. The map marker should show up east of Bravil.

Thanks , it was what i think, then its ok.