In case you haven't already, try typing the code manually instead of copying+pasting, but failing that, when you log into the Mogstation, where it shows the account type, does it specifically say Steam like this:



And just to confirm, but from CD keys, you're definitely trying to use the one for "Stormblood pre-purchase bonus content" and not the main Stormblood code (which won't work yet as there's no where to even put it).

If the answer to both is yes, then unfortunately you need to contact Steam and see what they say.