If you're confused about what movies to watch and when, and you aren't quite getting all the explanations, just follow this simple rule:
TV Show first.
Everything else, in addition to being inferior, isn't really time-line specific. Yes Thirdspace is set in the 4th season somewhere, ItB is set in the future and the past, RoS is after the show. None of it is essential really. You can watch them all after the main show and not have a problem