The problem you have when you try to use mega mods with Steam is that these are all designed to be used with TDW's Generic File Patcher (GFP).
Unfortunately the GFP does not support Steam.
Each mega mods each has its own GFP snapshot gps file download.
Any other SH5 download or dvd will be supported by the GFP.
If you are stuck with Steam then your only other course of action is to use the GFP work around below.
Post #161 TDW’s Generic File Patcher Steam Installation Instructions By sirrawsrsalot
SH5 without the GFP is full of bugs and makes the game in its stock state unplayable.
Peter