Verified answer

Krieg is NOT part of the Season Pass.

The Season pass covers all DLCs relating to the story (I believe that's how they described it), any extra characters etc do not count on the season pass.

Short answer: No, separate purchase.

no it isnt part of the season pass and it is completely ridiculous. which is why i didn't buy it. you can get the borderlands 2 krieg the psycho bandit pack DLC codes for free, here's where i got mine it worked for me