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Tiny Tina's starts at Unassuming Docks,
Hammerlock's starts at Hunter's Grotto
Torgue starts at Badass Crater
Scarlett's starts at Oasis
Commander Lilith's starts at Fight For Sanctuary (I think)
You can start selected DLC's in TVHM if you want to, but you will not be able to complete them all without becoming very over level for the start of UVHM. Ideally you should start this at 50. UVHM enemies always scale to your level, while any of the gear you get in TVHM will be level 50 max. Taking on UVHM enemies with under level gear can see you in a world of hurt.
You will be doing all of them in UVHM anyway and they can be started whenever you want. Sort of. There are some desirable mission rewards that are best kept until you have reached max level. The Sandhawk from Scarlett's is one of them. As a reward for a story mission it is unmissable so if it is important to your character, save this for later.
It is quite safe to start Torgue's and Tina's in TVHM. Torgue's is where the Torgue tokens and Torgue vending machines live, and when you are in UVHM and wanting tokens, it is easier to drop down to TVHM and do the assorted Tier 3 missions for them. Just saying.
Tina's has the various 'magic' grenades, interesting class mods etc, etc. Well worth doing in TVHM for this reason.
Starting the DLC's in TVHM is a reasonable plan, but just keep an eye on your level and aim to finish TVHM at 50, or slightly over.
Big subject.
The game has 3 playthroughs. The story is the same each time, but the levels are higher. When you defeat the final boss, you unlock the next playthrough.
1st is normal mode, level 1 to 30-ish
2nd is True Vault Hunter Mode (TVHM) starts at 30-ish and caps at 50
3rd is Ultimate Vault Hunter Mode (UVHM), starts at a minimum of 50 but can be higher if you start it higher. It always scales to you.
UVHM caps depend on which DLC's you have. The Vault Hunter Upgrades #1 and #2 each add 11 levels you can reach, so 61 and 72 if you have both.
Commander Lilith's adds an extra 8 levels to this so the game cap is now 80. You need the 3 DLC's to be able to reach there.
The DLC's are additional content are are really meant to be played after you have completed the main story. Two have spoilers to the main game that assume you have completed the main story - Tina's and Hammerlock's. These Start at level 30 in normal mode and if you go there before that, You Will Die. A Lot.
Torgue's and Scarlett's start at 15 in normal but the Torgue one can give you level 50 enemies. Weird scaling issues there.
Commander Lilith's has SPOILERS to the main game, and references to the other DLC's and starts at a much higher level in normal, and caps out at 38. Leave this one to last. Do the others first so you catch the references etc.
When to do the DLC's.
You can start them in normal mode if you want, but see the comments above.
The problem with doing them in normal is that because of gear level caps you can quite easily end up being much higher level than any gear that is dropped. Then you finally start TVHM with stronger enemies that you want to take on with under powered gear...
I would advise completing the main story, unlocking TVHM, and then think about which DLC's take your fancy when you reach Sanctuary.
You will not be able to complete all of them in TVHM. There is so much content that you will end up being very over level for the start of the 3rd playthrough, UVHM. Enemies here will always scale to your level, are much tougher, have shields, health regen etc, while any gear you got in TVHM will be level 50 at best. Trying to take on UVHM enemies more than a few levels higher than your TVHM cap gear - it will hurt.
Tina's and Torgue's are reasonable ones to start in TVHM.
All of the DLC's have their own stories and missions and are not connected. There is no set order to do them. There is no requirement to complete one before starting the next. That said, Commander Lilith's has references and Spoilers to them all. Leave this one for later.
The game ends when you decide it does. Completing the main story and the DLC's just opens up the world for you to run around in at your leisure. Explore, do challenges, look for vault signs, kill selected enemies for their loot...
It is up to you. Lots that can be done in the game if you want to. It is way more than just completing story missions and fighting the final boss.
Thanks for that clarification, I didn't know what TVHM and UHM stood for and my mind always reverts to New Vegas for some reason, which ends after the last mission, and I couldn't remember for the life of me if BL1 did that or not (now I remember that it didn't). That's good to know about the expansions including Lilith's, the store nor the game itself really lend much hint to that information (at least not that I've ever noticed).
Follow-up question of sorts (if you've played TPS): I know the Pre-Sequel has references to BL2 but does it have spoilers to BL2 DLC's like Commander Lilith does? I just beat the Warrior and am gonna tie up some loose ends around the vanilla world and then probably start TVH and head to DLC's per your and several other people's advice, but I also want to start ♥♥♥♥♥♥♥ around in TPS intermittently.
It all gets a bit complicated.
Commander Lilith is set well after the events in BL2 and after Tales From the Borderlands, which is why it has spoilers to everything.
I would suggest playing Tales first if you have it, or at least watching a YouTube playthrough before you start Commander Lilith's. It will make more sense.
Thanks again, I did not know Lilith spoiled Tales and I also need to get around to that one too. It's sounding like sticking to order of release works well for most of these (as is usually the case with everything).
Full order
Borderlands and DLC's especially General Knoxx, which is really the second half of the story,
BL2 with the 4 DLC's, and headhunters - these after the main story, because, spoilers
TPS, with arguably the best DLC in the entire franchise, Claptrap's Fantastic Voyage,
back to BL2 some more, because it has so much replay value,
Tales From The Borderlands,
then finally Commander Lilith.
That is pretty much the order if you want to keep the story straight. As far as it can be.
BL3 then craps on it all regarding lore, story etc etc.