Hey man, make sure you are subscribed to all the content by doing !content in-game. If it still doesn't work, do the following:
1) Unsubscribe from all the content
2) Run "menu_cleanupgmas" in your console in-game
3) Close your game
4) Subscribe to the content 1 by 1 (wait for download to finish before proceeding to the next)
5) Launch your game and let everything load/mount
6) Join the server
Steam and gmod are stupid so "Subscribe to all" button doesn't work properly.