If I already have the main game, HoS and BaW which are the files I should download to update my game?. It is kind of confusing, giving that there are patches 1.22 for the main game HoS, BaW and the DLC.

That depends entirely on what versions or patches you have installed already -- you never mentioned that. Let's assume you have the game, DLCs and both expansions up to 1.21, if that's the case you only need the 1.22 patch. Otherwise you should update the DLCs and expansions as well.

Thanks, as per your suggestion I downloaded only the 1.22 patch for the main game as I already had everything up to 1.21
Have a good evening.