Do overhaul have any effect in the dungeons added by dlcs? I'm referring to MEhrunes razor and to the thieves den dungeon.

If their is stuff from the vanilla game in there (I think you are referring to enemies and loot) yes, otherwise no.

Spell tomes seems to be the only decent Dlc, maybe also knights of the nine and the horse armor. What do you think?

Mehrunes razor is ok, but it seems more an excuse to play through a dungeon for a weapon, more than having a real storyt behind.

Mehrunes Razor and Thieves Den use their own creatures types, so they're not affected. One exception is Item Interchange: it should add new items fom other mods to MR's (and KotN) NPCs.

All ayleid-type dungeons in KotN use new "Aurorian" creature type, which is not affected by overhauls (but most of loot (except weapons you get from this creatures is depended on existing in vanilla LVLIs, on which overhauls have effect). However, FCOM_Knights or OOO_Knights rebalance Umaril and all weapons from this mod. And in several dungeons you'll face spawns from vanilla LVLC (like undead), these spawns are affected by overhaul. Also, KotN uses vanilla loot containers - they might be overhauled.

P.S. Maskar's Oblivion Overhaul may change something, since it may use OBSE scripts for editing LVLIs/LVLCs/other loot and enconters, but I don't know anything about this mod.

You didn't care for any of the player home DLC?