This is the guide to play all Metro Last Light Redux DLCs in chronological order.

This list includes Metro 2033 Redux and Metro Exodus Enhanced Edition.

This list is compiled after consulting Metro Wiki and reading some r/Metro and Steam Discussions.

7 years after the Great War in 2013:
Metro Last Light Redux DLC - The Tower Pack (Simulation)

Metro 2033

Sometime before or during the D6's Final Battle in Metro 2033:
Metro Last Light Redux DLC - HEAVY SQUAD - Play this after you complete Metro 2033 and before anything Last Light
Metro Last Light Redux DLC - Kshatriya - Play this after you complete Metro 2033 or after your Library visit by Artyom

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Missions and DLCs in Metro Last Light Redux:
(Only the mission right before a relevant DLC is listed here)

Metro Last Light Redux Mission - from "Sparta" to "Ashes"
Metro Last Light Redux DLC - Anna - Provide assist for Artyom during Sparta

Metro Last Light Redux Mission - from "Pavel" to the escape to Spider tunnel
Metro Last Light Redux DLC - SNIPER TEAM - After Nazi prison break and escape into Spider tunnel
(Not to be confused with Spider Lair DLC)

Metro Last Light Redux Mission - "Venice"
Metro Last Light Redux DLC - Pavel - Right after Nazi prison break and quarrel with Artyom in Venice

Metro Last Light Redux DLC - Spider Lair - Can be played at any timeline between after 2033 and before end of Last Light. Some players think that this Simon in the DLC should be the same Simon in Venice mission and therefore should be played after main Venice mission. However, comparing the voice actors of these two missions (Simon was speaking in the DLC loading screen), I'm inclined to think that these could be 2 different Simon.

Metro Last Light Redux Mission - from "Khan" to "The Chase"
Metro Last Light Redux DLC - Khan - Play after the Chase

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After the events of Metro Last Light:

Metro Exodus Enhanced Edition - towards the end of "The Dead City" which is right before the ending - When Anna's health worsens and the Aurora Crew decides to depart for Novosibirsk

Metro Exodus DLC - The Two Colonels -
1. It's been suggested that to avoid spoilers, play this after "The Dead City" essentially end of the game. This is also suggested by the game's DLC menu.
2. However, I find it seamless if this DLC is played right after you have completed the slimy wet tunnel sections with worms as Artyom in Novosibirsk. (Assuming you're not playing iron mode on New Game+). That way, you are only left with cliffhanger about Miller and Artyom's fate if you are playing the main game the first time.

Metro Exodus DLC - Sam's Story - Obviously played after the Exodus main story, regardless of ending.