Offline I have a similar problem when I play versus someone who doesn't have the DLC characters, if I'm signed in and playing and someone signs in after I'm in game, I lose the ability to use any DLC characters. So I have to back out of the game, have us both signed in, then restart. As long as he is signed in before I boot the game we both can use the characters I've purchased. Wish they'd fix this. Also, the costumes work (or don't work) the same way.