if it has DLC that it requires you to download off the store yourself. yes it will be region locked. If the DLC is the kind thats built into the game by default and doesnt require you to do anything then it should be fine.

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according to 2 people in the product questions at the bottom of the page the DLC comes preloaded and wont require any downloads, here.

I feel like a lot of people are not aware you can buy DS 1,2 and 3 in one bundle for ~$40

I keep seeing posts where these people spend all this money to get all the games and all the DLC separately, and I'm just screaming internally at all the wasted money