What happens if you try to activate a DLC you already own?

Probably what Sighery said.

Steam warns you that you own some of the items, but you can acriavte it and see if it adds something. all else is wasted...
if it's a different API than it's a new game
for example i own both Deponia complete and the first deponia.

It changes as far as I know. It would say "You already own this item." if you bought the dlc before. But you have the Skyrim Legendary Edition which is not a dlc if the system seperates the bundles as "Skyrim+DG+DW+HF" you will get "You already own this item.". If not you will have a Skyrim LE + dlc :D So now your dlc might be wasted. :D But probably you will get "You already own this item."