So basically I have to buy the game a 2nd time? And the version I CAN buy already has the 2 DLC's that I bought off Steam previously?
If you have bought anything Sins off Steam previously, then you already have everything on Steam that you could get by transferring prior purchases over; the only DLCs are those for Rebellion, which includes all content from the prior versions. Rebellion requires Steam, and you should not be able to buy the DLC without it.
If you mean you bought Entrenchment/Diplomacy through Steam, the only way to have done that is by buying Trinity (base+those two in one package). Steam has never sold those on their own. Likewise the original game itself is not available through Steam, so there is no key to be given for that.
If you only have the original game+Entrenchment+Diplomacy and are confusing Steam with GameStop/Impulse in your comments, those can be re-downloaded as standalone installers directly without any client from the Stardock Store downloads page. You can then back up those installers for later use without downloading if desired.