Yes, I know it's a bit early making suggestions for TSW5 but, I'm reminded once again as i once again download all my TSW DLC that with something like 60+ bits of DLC and the amount of time it takes to go through the TSW bit of the Playstation store (takes slightly longer using the in game store) to individually download them (not to mention dealing with the TSW2 and TSW3 versions which choose to occasionally download along with the TSW4 versions) that either there must be a way that you don't have to delete the DLC before reinstalling it after downloading the latest version of TSW or you click a button in the latest version of TSW which runs a piece of code that checks what version of TSW you have and then goes to which ever store (Playstation in my case) and downloads all the DLC you own. Which saves you spending something like 20+ minutes adding DLC to the download list individually.
It's certainly messy but should be a once and done thing. Even if you later delete routes and need to re-install, you should be able to do that from the "manage game contents" menu rather than the store.
It's like a new game so you need to redownload everything so that it works with the new menu. Unless they decide to suddenly make a single core menu that keeps getting core updates, this will be your experience (annually?).
The best way to add DLC on the Playstation platform is to not download the game first. Make sure everything is purchased that you own (If you see a DLC marked as "Free" it's not actually in your library yet) and THEN after you have added all DLC, remove all the downloads & content from previous versions. Now when you click Download TSW4 it will select the DLC you have in your library and automatically download them for the platform you want without download previous versions of the DLC.