The vault is the way to go for all things NwN!

That may be, but I was just looking at the Vault page the White Plume Mountain adventure (https://neverwintervault.org/project/nwn1/module/s2-white-plume-mountain-and-beyond). It has 5 files and no explaination of what I'm supposed to download. Why are they all not just 1 file?

Here's a guide to installing Vault mods.

Back in the day, when disc space and bandwidth were limited, it made sense to have multiple small files, especially when several mods shared common resources (e.g. CEP).

...also a silly question about your Steam Workshop downloads - are they actually modules?

A module is a playable adventure. Many of the mods on Steam Workshop are not - they just alter the OC in some way. There is a "module" filter on the Worshop page, though some are wrongly tagged.

Every module I downloaded showed up in the New Game menu on the Steam version.

I've been having the same problem, with modules not showing up in "Other Modules". I know they're there... because I'm the one who uploaded them! The files show up in the Steam\SteamApps\workshop\content\704450\(workshop ID here) folder, so I know they exist, but they're just not getting loaded by the client somehow.

It is definitely a Steam issue - I subscribed to a number of modules yesterday of which at least one was >200Mb. Amount Steam decided to download - 50Mb in total.

To add to my previous comment, about 15 mins after I posted the modules in question suddenly showed up under "Other Modules", with no other changes on my part (didn't unsubscribe/resubscribe or restart Steam).

Yeah, I've tried everything that's been suggested to me and nothing has worked.

The only solution I can find is to copy the appropriate files from the Steam\SteamApps\workshop\content\704450\ folder to the C:\Users\{User}\Documents\Neverwinter Nights folder.

Well, that's Steam for you - everything takes a random amount of time to update. 15 mins is nothing. You can always download from the Vault as per my guide & play at once.