DLC are stored in a subfolder of your ME3 install. The typical folder structure:
Origin Games\Mass Effect 3\BIOGame\DLC
Citadel is in TWO folders:
DLC_EXP_Pack003
DLC_EXP_Pack003_Base
One of these is the "free" part 1/2 install. Don't recall which. And not sure why they did this since you need BOTH to run.
To see where Mass Effect 3 itself is installed to, from Origin client > Origin (in Menu)> Application settings>installs & saves tab, which has:
On your computer - Game library location
(unless you changed this after you installed ME3)
default is, I believe: C:\Program Files (x86)\Origin Games
But if Origin keeps trying to download ALL of them, that seems to suggest some other issue. Like did you change your games install folder?