Sometimes they take a while to appear on the screen.
I usually get Honest Hearts warning after seeing Sunny Smiles and Old World Blues shortly after.
Check you haven't overlooked them by going to your Pip-Boy > Data > Radio
In the radio section you should see the
- http://fallout.wikia.com/wiki/Sierra_Madre_Broadcast (Dead Money if you get it)
- http://fallout.wikia.com/wiki/Happy_Trails_Expedition_Broadcast (Honest Hearts)
- http://fallout.wikia.com/wiki/Mysterious_Broadcast (Old World Blues)
If you have these stations go to Data > Quests and you should see the following;
- http://fallout.wikia.com/wiki/Sierra_Madre_Grand_Opening%21
- http://fallout.wikia.com/wiki/Happy_Trails_Expedition
- http://fallout.wikia.com/wiki/Midnight_Science_Fiction_Feature%21
- http://fallout.wikia.com/wiki/The_Reunion
Just follow these to their respected DLC - Hope these are present for you. If not start a new game and hopefully they appear (assuming you're not far into it)
- Its always good to have a save point right after leaving Doc Mitchells house, it saves doing all the designing again and listening to him talk when you can do it again before leaving Goodsprings.