So how hard are actually the DLC's? If one is 3 stars for example how does it compare to the story missions?
1 star can be done as soon as you get the outrealm gate.
2 stars can be done with characters with levels around 15-20. There are already promoted enemies, but only a few.
3 stars are around the end of the Valm story, I guess. Lost Bloodlines 3 still has unpromoted enemies, but throws the player against 50 units almost at once, several of them with legendary weapons, which can overwhelm lower level characters. Smash Brethrens 1 & 2 only have promoted enemies, but they aren't high level.
4 stars is already beyond the final chapters of story mode. Enemies are maxed or close to it depending on the difficulty level. It's quite a jump from 3 stars. Well, the only exception is Smash Brethrens 3, which only stands out due to having a high number of promoted-only enemies, but the enemies aren't that strong by themselves.
5 stars is even further beyond the final chapters. It's not a jump nearly as big as between 3 and 4 though. The enemy stats aren't generally much higher than in 4 stars, the main difference are the battle conditions. Rogue and Redeemers 3 just has a very high number of enemy units, while all the maps in the Challenge pack have some kind of special feature/objective, like protecting Annas or one hp floor spikes.
There's also the final DLC map, which is still Japan-only and rated MAX difficulty. It pretty much assumes the player has other DLC content, especially the Limit Break skill from Rogues and Redeemers 3, and maxed out characters.