I think having Luna as a DLC would be more suitable to requirements, like a Luna journey and what she goes through before/during/after Kingsglaive and maybe flesh out Nyx's backstory and add Libertus as well cause... there is no mention of him (that I have found) in XV, it could also include Ravus' motivations and give us a better understanding of the empires motivations.
As for Psy' suggestion about doing more save prisoner x from camp y thing, I don't think this would be possible, I think they pretty much all got converted into Daemons, after all, isn't that what happened in the WoR? As you and Talcott drive towards hammerhead you see thousands of Daemons all over the place, this would explain why A: There are no survivors from Insomnia and B: why people aren't talking about it - because it isn't known where Daemons come from.
When you discover people are being turned into Daemons its supposed to be shocking, it would lessen it so if people escaped from some PoW camp and were all "OMG THEY DUN TURNING PEOPLE INTO DAEMONS" kinda thing. I think this too could be a thing to add into the Luna DLC I mentioned before. They could also very well make an entire FFXV-2 prequel out of the whole fiasco.
As for expanding the world/lore, I think they could probably get away with doing an entire prequel game, where they include King Regis's on his journey to gather his Kingly weapons, his plans for Noctis etc.
The way they have left things now reeks of future DLC and expanded games, I think they have hit the "sweet spot" where they have enough intrigue and likeability in the game so they can milk it for all its worth, which has Squeenix written all over it, and with the season pass included in the collectors edition they have to churn out some serious DLC to make it worth the money.