I have one of the earliest background books published, The Making of Star Trek: Deep Space Nine
(1994), which only covers how the series was originally developed, and production during the first two seasons. There was no multi-season arc laid out in the beginning. One major theme they did want to pursue was how Sisko starts out as a man haunted by personal tragedy, and has his life changed due to his relationship with Bajor and the Prophets. But there's no indication that they knew what would finally happen to him.
They weren't even sure a Star Trek show on a space station was going to work with audiences.