It says I don't own GTA even though I do.

I'm assuming you're referring to GTA V? That game is not available through Microsoft for PC. You would have to purchase it for PC in order to play it on PC.

Hello, my name is Fernando, an independent consultant. Hope you are doing great. I will be more than happy to help you with your query today.

The link below contains information that may help your case:

https://support.xbox.com/en-US/help/subscriptions-billing/manage-subscriptions/xbox-game-pass-pc-faq

(Note) The link being shared is in English and may require translation software to read the page content.

Hope I helped, see you soon!

Payed for digital, played for 3 weeks, now saying I don't own it even though the store says I do.

if you were trying to do this on PC or Xbox, your rights to the game did not transfer between platforms and every single version is a separate purchase

If there's problems on PlayStation you need to contact PlayStation support as they are the only ones who can deal with their account system

Every version is a separate purchase? Then I don't understand why they would tell me I won the game then. I thought you could transfer them over?