Q: Is it preferable to make dua in sajdah during salaah or after Durood Ebrahim or after salaah in sajdah or while lifting your hands and making dua after salaah?

A: All are permissible and established in the sunnah besides making sajdah immediately after the fardh salaah. The Fuqahaa have mentioned that this is makrooh.
Similarly, making a separate sajdah out of salaah at other times (i.e. not immediately after the fardh salaah) in order to make dua is not established in the sunnah, (though it is permissible according to some Fuqahaa).
Therefore, it is best for one to make the dua after the fard salaah while raising one's hands or after Durood-e-Ebrahim in salaah or while in the position of sajdah during the salaah, as all these are established in the sunnah.
And Allah Ta'ala (الله تعالى) knows best.
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