Yes what sestus2009 said, double check that you can build tier three structures to unlock. It is easy to forget to check especially after drinking a yellow lotus potion.
You can also check to see if it is downloaded properly on your console. Microsoft changed up the UI to get it ready for the Series X and changed things around. I had to reinstall some DLC content in a different game that was missing after the update. Here is what you do: From the home screen, go to your Conan pin or “My Games & Apps” and find the Conan game. Next, press the start button and select “Manage game and add-ons”. You should see the Conan Exiles game plus some bars that say “Updates” and “Save Data” below it. Click on the Conan game with the “A” button. A pop-up box will appear and select "Manage Installation on “X” where X is the drive you want to check. It will be either “Internal” or if you have an external drive, like I do, then the name of the drive. Select it with the “A” button. Wait a few minutes for the page to populate and you should see a list of all of the DLCs for Conan. Double check that Treasures of Turan is there and it should have a check box to the right that shows that it is installed. If not, then check the box and hit the “Save Changes” button on the right and you should be good to go.
Hope this helps.