So, when should I best play the two DLCs of Edy and Selvaria? After the main game or sometime inbetween?
I'd say to play them after completing the game. You might get some spoilers (or possibly hints of later story events) because I think they are set part way through the campaign. You also get a ridiculously powerful gun for completing the Selvaria DLC that you can use in the main story, but it's basically cheating to use it on a first playthrough.
Edit: Both of those points are going off memory though, someone else might be able to better advise on spoiler content and unlocks.
Edit2: The Edy DLC definitely contains major spoilers, so don't play that one until you've finished the game.