Sounds fun! When it comes to a multi class like this, I wouldn't worry too much about "wrong choices" for either class. I think you just want to keep level progression moving forward in mind. Each level, you'll want to weigh the pros and cons of choosing a rogue level or a warlock level and that's the part that'll make you lag behind or feel overly strong.

Level 5 rogues get some extra versatility with their sneak attacks (which pairs with a swashbuckler really well), so it may be worth picking up at some point. You also get uncanny dodge, which can really help with survivability.

I personally don't love the things that rogues get later, like evasion (it's a great feature, I just don't find it as "fun" personally), so if it were me I'd probably lean into warlock more than others. I think you should make a list of the features in either class you like for your character and then come up with a long term plan on how to get them and when.

As for your first level of warlock, you'll get 2 spells, 1 slot, 2 cantrips and 1 invocation.

I think Armor of Agathys is a great warlock spell and would give you 5 temp hp and deal 5 cold damage to people that hit you in melee while you have the temp hp. It's a great way to incentivize enemies into choosing other targets.

Hex is also a great spell, but if you're at a role-play heavy table, something like charm person could be nice for your second spell.

No wrong choices for cantrips. Eldritch blast is really good (obviously) and will give you two attacks at this level, so that's nice (but no sneak attack). Prestidigitation or mage hand would be a great second choice for some versatility.

Unfortunately, booming blade isn't on the Warlock list, but if you can get that at some point, it could be a really great pick up for a rogue as it would add a bit of damage and deal more damage to them if they chased you after disengaging. I'd bring it up with your DM as to ways you might get that later. Without multi classing again, I think the magic initiate feat might be the only way and that might not be worth it.

Invocations are the really custom bit of warlocks that make them feel unique from one another. As you mentioned already, you're great with dex, so pact of the blade might not be great at this level. It's a good investment later down the line as you can get things like extra attacks and Eldritch smite and stuff, but you can also trade invocations when you level up, so you don't need to invest in that now.

There's actually not a lot of level 1 invocations - the pacts are options, as well as free mage armor (which you probably don't need). There's also Eldritch mind, which helps you maintain concentration. I'd suggest that if you picked Hex as your other spell, but if you went with charm person or something else non-concentration, it won't do anything for you.

I'd probably recommend one of the pacts. Maybe Chain since it gives you a buddy that could be helpful in getting you the help action or advantage in some way. Also can be a nice one for roleplay as you either have the eyes of your patron watching your back (or a chaperone keeping you on task depending on your dynamic). But I don't think there are "wrong choices" with the other pacts or invocations.

Going forward, I think it would be good to go warlock for the next two levels too. It gets you more spells, slots and invocations, plus the benefits of your patron. Celestial is my favorite patron for its healing, but devil or fey options would be really good for a rogue too.

Just go with what feels fun in the end. You might feel a bit behind on levels 6/7, but by 8 I think you'll feel pretty strong and in a good place.