Pretty straightfowards doubt, I own EU3 Napoleon in disc, I would like to know if it's possible to use the "collection upgrade" option to add the missing DLC to that version of the game or if I HAVE to buy the base game on GOG as well as the DLC first.

Also you should definitely have the "chronicles" edition on here already tbh.

It seems buyable separately.

You might have to use innoextract to get the files if the GOG installer won't work for you. And you probably need to already have In Nomine and Napoleon's Ambition. If you just have the base EU3 without any expansion I'd suggest getting both the "complete" and the "upgrade" from GOG -- with the current discount you can get both for under 15€ so it's reasonable.