Is the included dlc pre loaded on the discs? or is it a code and needs to be downloaded?

All the dlc is pre-loaded and ready to play once the game is installed.

The description and customer reviews vary a bit. What comes with $64.99 purchase? Are there different bundle options with different prices?

The DARK SOULS TRILOGY, including Dark Souls Remastered, Dark Souls II: Scholar of The First Sin, Dark Souls III: The Fire Fades, plus all DLC content for the three games Thats it No book was included

Are the dlc’s playable in United States?? Are they region locked??

Yes, you can play all the dlcs in different regions. I got this 1 year ago and have played all of the content. I live by the pacific ocean in the USA.