I had the same problem with the initial linking. I could not link at first due to website issues and the ability and the link part in options disappeared for me and the suddenly came back a few days later.. Try a hard reset on your xbox by holding down the power button for ~8-10 seconds.
The gateway does not work with the Xbox version. You can smartglass to type in chat. Just bring up the chat and press x to bring up the input and it should pop up the keyboard on your smartglass device.
It has been said on the Neverwinter reddit that people have caught false messages saying that people have gotten these items when they haven't just to make the drop rate seem better. They either saw their names or a friends pop up and they did not even open boxes.
Currently nothing transfers between the PC and Xbox versions. If you link your account you get a free companion and higher priority customer service etc or something like that.
Is anybody else having issues with the in game chat? Ever since I started playing I have not seen a single player said chat item. Until tonight when I couldn't log in so I tested my XB multiplayer connection. I logged in to see chat quite active but I got another DC and now the chat is dead as it was before.
I tried to link my account but it said that the code was invalid or already in use. Now I no longer have the option to link my account and get a code and am getting the ads for content.
One way to do this would be to have a system where people can link their gamertags with their accounts here using a special generated code on the game/console and they could receive a code to redeem the DLC for free on the xbox. Blizzard has a similar setup to link your gamertag and accounts together for D3.