I want to see them focus on making one good, self-contained movie.
Quite right.
The desire to launch into a "cinematic universe" is always doomed unless the base is solid.
Let's assume HAT is very successful and popular. The next step would be to either make a sequel, or do another Forgotten Realms-set D&D movie, following different characters (perhaps with some minor crossover/link). If that too is successful and popular, you've got a fairly solid place to go from, but you need some seriously solid thinking about where the franchise is going to go, and to not move too fast. You can't expect to become the MCU, but you might well become something like Fast & Furious.
Basically though they need to land this one, then land another one set in the FR, then probably a sequel to this one, before anyone can even start talking "cinematic universe".
The only other settings which are likely to become relevant in the first few movies would be Spelljammer and Planescape, both of which would potentially work extremely well cinematically and are traditionally closely linked to the FR.
But the main thing would have to be to keep the quality of the movies up. If you wanted to cross over to another D&D world, Tal'Dorei would probably be a better bet than any WotC setting, at least initially. I could definitely see a movie where they ended up Sigil and then going through a few Prime Materials as part of a heist or scheme or the like, with brief visits to places like Dragonlance, Dark Sun, Greyhawk, and so on (carefully avoiding showing any key characters so you have casting freedom later).
Also, it would be really good if they could get an FR TV series or two going (as they'd been thinking) and ensure that they have "aesthetic compatibility" with this. The only slight concern I have about HAT is that the aesthetic isn't quite what I'd expect from "The Forgotten Realms" and is a little bit more "Generic Fantasy" (needs more oversized cabochon-cut gems!

), but that's a key part of what's made both the F&F movies and the MCU work, and what's made the DCU have problems. Aesthetics. Kevin Feige is famous for becoming obsessed with a slightly horrible colour-grading scheme and forcing it on a bunch of MCU movies, but that plus other choices did give MCU movies (and later series) a fairly consistent aesthetic until they had a firm enough base to play with it in more recent stuff (but even, say, Ms. Marvel's more outre aesthetic is till MCU-ish). So they need someone in that Kevin Feige roll to be pulling everything together. That would be Mike Mearls, given he's "Franchise Creative Director". Hopefully he's up to the task and can avoid future scandals.