Cindered Shadows

Cindered Shadows is a DLC sidestory in Fire Emblem: Three Houses where the focus is given to the Ashen Wolves Yuri, Constance, Balthus, and Hapi who resides in the Abyss, a whole town below Garreg Mach Monastery.

Plot
Claude follows a suspicious individual and notices that the person went through a hole. Edelgard and Dimitri asked him if he was sure the shady person went through there when Byleth comes along. Linhardt, Ashe, and Hilda were just walking by and decide to stick with Byleth+House Leaders and venture into the hole and that's as far as one can go without more spoilers.

Gameplay
In comparison to the maingame's sandbox nature and overflowing resources, Cindered Shadows significantly limits your options. Your "Monastery" units are given 4 classes, being Commoner/Noble, one Intermediate class, one Advanced Class, and one last one that could go in either one. For example, Byleth has access to Commoner, Mercenary, Priest, and Swordmaster. The Abyssian units (Yuri, Constance, Balthus, and Hapi) are limited to the Commoner/Noble Class and their unique DLC class (Trickster, Dark Flier, War Monk, and Valkyrie) and aren't given other options. The difficulty of Cindered Shadows is more difficult than the main campaign, but you only have access to 2 difficulty modes in Normal and Hard.

List of Classes Available to Units in Cindered Shadows (excluding Commoner/Noble, bold notates the one the unit starts in)

 * Byleth - Mercenary, Priest, Swordmaster
 * Yuri - Trickster
 * Constance - Dark Flier
 * Balthus - War Monk
 * Edelgard - Lord, Fortress Knight, Warrior
 * Dimitri - Lord, Hero, Paladin
 * Claude - Lord, Wyvern Rider, Sniper
 * Linhardt - Priest, Warlock, Bishop
 * Ashe - Archer, Assassin, Sniper
 * Hilda - Brigand, Pegasus Knight, Warrior

Effects on the Main Game
After completing the Cindered Shadows side story, you can access the Abyss in Garreg Mach and recruit the Ashen Wolves in the main campaign. The Abyss also has many features to add like the Pagan Alter and the Astrologer. You also get a reward package where other DLC items would be which contains the Chalice of Beginnings and 10k renown.