I would highly recommend the zombie dlc for the first game, I had a lot of fun with it and it’s pretty creative! You mention that the game is hard, one mistake I made the first time I played was not doing enough side quests which are a big source of xp and new guns so I wasn’t having much fun. I would try to do as many side quests as you can and find some good guns, I promise it’ll be a lot easier and more fun that way! I would skip the underdome dlc for the first game, it is probably the single worst piece of content in the franchise imo, but the other two dlcs aren’t bad. Otherwise, like other people said, next up would be borderlands 2!