How can I get a list of all DLCs I own in a list on Steam?
Unfortunately, there isn't a way to see all games' DLC at once. You will have to go to each game specifically to see.
From Steam's support page on finding owned DLC:
DLC owned by your account can be viewed in your library. From the Library tab in the Steam Client, select a game and the DLC section will show if you own DLC and if it's been installed.