EVERYTHING NOW WORKS FOR ME!!! EVERYTHING! DO NOT FOLLOW UBI INSTRUCTIONS! FOLLOW MINE! These instructions are for retail or Uplay purchased games only. I can't help with Steam.
I now have: Original Campaign working, Shades of Darkness installed, all other DLC I bought still there, NO MISSING content, NO missing audio, all SoD pre-order bonuses in place, no lost saves, no Nvidia crashes!
I originally had a retail copy of plain Heroes VI that I had expanded with the two DLCs and patched to 1.8.0.
I pre-ordered SoD a few weeks ago, and yesterday received the availability e-mail that contained the DRM key for SoD.
Yesterday I was confused because SoD did not appear in my games list. Today I was even more confused when my Heroes VI icon was replaced with a SoD icon!
But I figured it out and it all works! UBI's instructions are wrong, and could get you into trouble.
The key thing here is: THERE IS NO INSTALLER for Shades of Darkness! The 2.1 patch IS the installer for Shades of Darkness.
Here are the step by step actions that worked perfectly for me:
1) Launch Uplay and verify that your HeroesVI game icon is now a Shades of Darkness game icon.
2) Launch Heroes VI from the SoD icon. Just to confirm it says 1.8.0 in the lower right. (It launch your old plain Heroes VI game.) Exit.
3) DO NOT uninstall the game!
4) Download the correct version of the 2.1 patch manually depending on whether you bought it digital or retail, your language, etc. This is 2.2 GB in size. In my case, it was the retail patch since I originally installed from DVD.
5) Run the patch installer, it should work and install without error.
6) Launch Uplay again and start the game from the Shades of Darkness tab. It will LOOK like its launching plain old Heroes, but that's fine. Lower right should now say 2.1.0 and you will have Virtuous logos instead of Black Hole ones.
7) Click on UNLOCK CONTENT from the main menu.
8) You will notice there is a new tab to unlock Shades of Darkeness!
9) Enter your Shades of Darkness DRM key from your order e-mail yesterday, after clicking on Unlock.
10) Shades of Darkness will now be unlocked, and all your pre-order bonus content will be in place. You will have no issues with lost campaigns, maps, saves, or missing audio. Everything should work as expected, it did for me! On the main campaigns screen you will see the two new Shades of Darkness campaigns after unlocking. One for the Dungeon campaign, the other one is Necropolis 2.
Hope this helps someone! If you have the Steam version, these instructions may not apply.