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But in the end it does not really matter.
And since you can fast travel between DLC and main areas: try it out whenever you want.
If it's New Game+, I'll make my way into the Frozen Lands before I even enter Carja territory so I can get the Banuk Weapons as well as some Outfits. On Ultra Hard that extra modification slot can be really helpful.
Though like others said, doing it after a certain mission in the story will have some additional (optional) benefit. Of course you can always return later.
For me the DLC was much harder than the base game. While playing it I felt that it was designed as a post-story content.
Given that you're probably going to play through the game at least 3 times - "New Game", "New Game Plus #1" and "new Game Plus #2" - it might be particularly interesting to change the order of quests just to see the differences.
Hell, it's quite interesting to finish Grave Hoard before finishing "Revenge of the Nora", just to see how the developers force you to finish that quest, and how they provide you with instructions afterwards. Similarly, it's interesting to finish everything "Zero Dawn" related before dealing with the entire Meridian plot (Erend and his sister, Dervahl).
That said, the "recommended level" (I think 30?) for Frozen Wilds is not an exaggeration. The new machines there are significantly more dangerous than what you would meet in Nora Lands and Meridian zone. Comparably, Looming Shadow is what - level 25?
The base game will warn you when you are about to go beyond the point of no return towards the final battle, and it's perfectly OK to do Frozen Wilds AT THAT POINT.
I never actually did that, but I would love to find out what happens when you do that :P
I actually ended up doing the opposite of this by serendipity and I found out I got kind of a weird dialog order, because apparently you're supposed to kind of organically do both in parallel so Avad gets info about the Eclipse as well as about Dervahl.
I did this my first time, and for my PC replay I plan to go after the Grave-Hoard.