Salam.
http://muslimvilla.smfforfree.com/index.php?topic=1869.msg5360#msg5360Sajda Sahw
Thank you for this post. It helped clear my confusion. But when I read the various sources, my confusion returns as there many other variations.
One of another emerging view is that if a person does something extra in the prayer by mistake, the prostration must be done after the salam (which apparently means after completion of salah) and if they omit something then should do the prostration before the salam. This implies, we have to also remember what kind of mistake we made.
Then again, some hadith claims you don't have to recite tashahud after Sajda Sahw, only recite darood and tasleem and finish the salah.
Islam Stack Exchange says:
Sajdah-Sahoo 1 (before the tasleem):If one realizes one has made an error in prayer during the prayer, one should complete the prayer to the best of his conviction and recite the tashahud; just before the tasleems of either side at the end of the tashahud, one should make the two sajdahs for sajdah-sahoo and then perform the tasleems on either side; thus reciting the tashahud only once in their prayer.
Sajdah-Sahoo 2 (after the tasleem):If one realizes that one has made an error in prayer after one has already completed ones prayer and performed the tasleems; then immediately after realization of the error, one should complete the rakahs they had forgotten in prayer, recite the final tashahud again, make the two sajdahs for sajdah-sahoo, and then again perform the tasleems on either side; thus reciting the tashahud twice in their prayers.
Another source, I forget the name of this site, says:
Sajda-Sawh can be performed at two different points in order to correct the mistakes made during salah.
Scenario 1: When Salah is finished and the person has completed the Tasleem (Salam to the right and left at the completion of Salah).
Scenario 2: When Salah is not finished and the person remembers before completing the Tasleem (Salam to the right and left at the completion of Salah).
Reading all these different views one after another is totally confounding. I think I will stick to the one you said in your post, to make Sajda Sahw after completing tasleem (that is, after finishing salah). Just wanted to confirm that.