To optimize DPS on a Warlock, you're looking to get as much Charisma as possible, and take the Eldritch Blast cantrip along with the Agonizing Blast invocation. Of the races you've said you'd prefer, the Half-Elf is the best for this. With your level 4 ability score increase, this gets you to 20 Charisma straight off the bat.
The next thing I'd recommend would be to take the Hex spell to add an extra d6 to your attacks. This gives you a d10 + d6 + 5 attack while your Hex is active, and since it's a level 1 spell that lasts up to an hour you should have it for every fight.
This gives you your basic attack. Outside of that, Shatter is your go-to spell for AoE damage (the Warlock doesn't have many options in this area). If you're looking to improve your hit chance rather than directly boosting your damage, replacing Hex with the Darkness spell and the Devil's Sight invocation will get you advantage against most enemies.
As far as feats are concerned, there aren't many options that will improve your damage. Spell Sniper would let you ignore half and three-quarter cover, which may come in handy, but its other features don't help you much. Crossbow Expert will let you use Eldritch Blast while in melee without taking disadvantage, but doesn't give you anything else you're interested in. War Caster will help you maintain concentration, but more importantly, it will allow you to make opportunity attacks with your Eldritch Blast. That said, in order to get opportunity attacks you need to be in melee, which won't work well without Crossbow Expert.
So Crossbow Expert combined with War Caster will give you a powerful oportunity attack, but it requires 2 feats and you can't rely on getting opportunity attacks often. Crossbow Expert is still useful on its own so that your attacks don't suffer when an enemy gets into melee with you, but overall, you might be better off going with Moderately Armoured as you've planned.