Custom / Sandbox DLC: create a custom game, choose your start tech/units etc (Hoi3 made a really nice thing there). I would also love (and insta-buy) if there is an option to "create" your own nation, like its in EU4 now. To select provinces it gets at the start, name it, color/flag, etc.
Another thing that would be awesome for Multiplayer is a "Balanced" game start. That maybe isn t historical but balances out the major Nations and tryes to give everyone the same starting chances (could be combined with with the custom start)
Complete Sandbox DLC: (the "highest" form of my desires *-*) Give an option to make a complete custom start. Just put a completely unoccupied map in there and let the players/ or even NPCs pic provinces they want to have at the start. (maybe could be a system close to the peace conference, with points to spend)
Extended Air Combat DLC: Gives the complete Air Combat a bit more depth, let the player give direct commands to his Air wings and tell them to do what in which province or against which enemy
Special Forces DLC: More unit types, more specialised Units, making up for a bigger variety and to oppertunity to "specialise" your Army for fighting in Specific areas/situations
Industry and Trading DLC: Actually doesn t need much explaination i guess (looking to such "mega threads") oil, complexer Trading mechanics, Money, more depth in terms of Industry