And you've tied your pre-order entitlement to your service account? (The Mog Station will display "FFXIV: Heavensward - Early Access PlayStation®3" on your service account)
Also, just to be sure, you've downloaded the Heavensward PSN software on the SEN account that you'll be using to play? If you meet both those criteria, then I'd ask that you please contact the Support Center so they can further assist you.