[RPG] When would it be most effective to multiclass into warlock as a 3rd level swashbuckler rogue

Treantmonk's guide to bards recomments grease and silent image in general as first level spells, but incorrectly repeats the 3.5e behavior that grease makes people flat-footed - it does not. In general, if your level is never going to go up, then you want to avoid things with save DCs, caster levels, or that otherwise scale with level, because they will become obsolete shortly. Unfortunately this includes grease and silent image - you MIGHT be able to get away with silent image depending on how much slack your GM gives you, but you may want to go with some more self-affecting spells. And there's a bunch of them!

I'd base your spell selection on the type of campaign. If it's urban/espionage/etc. I'd be tempted to take disguise self, Innocence (APG), or Shield Speech (Taldor, Echoes of Glory). Borrow Skill (APG) can be used to use one of your party member's skills for a check, which can really help in a lot of situations. Comprehend Languages never goes out of style, in a game where the GM doesn't just handwave languages all the time. Detect Charm or See Alignment for a game with a lot of demons and stuff (Wrath of the Righteous?) and Detect Secret Doors and Lighten Object (Faiths of Balance) for a heavy dungeon game (Shattered Star?).

Expeditious Retreat and Feather Fall will always be good for the reasons you cite. As a swashbucker, Weaponwand (Inner Sea Magic) could have some interesting options; for normal bards they're unlikely to melee enough for it but it could provide you with a rabbit-punch secret weapon. Feather Step (APG) will be very helpful in getting into flank.

Edit: The OP clarified that he'll be playing Rise of the Runelords. For RotR it will be low on the espionage but everything else will be valuable - I'd definitely take Comprehend Languages. There's lots of wilderness and dungeon, and lots of not so bright opponents (goblins, giants) to where, if you have an illusion-friendly GM, illusion could be feasible. And it's treasure poor and there's not a lot of custom item ordering opportunities. In that case I personally would go Comp Lang and then Ex Retreat or Feather Fall, especially in conjunction with a swashbuckler type. Comp Lang could be good wand-bait if you think the Silent Image route will work.

The Healing Light feature gives you a bonus action which basically replaces the Healing Word spell — which you don't get.

You're going to be leaning heavily on that, because your selection of healing spells is limited — the warlock doesn't have any on its normal list (except some necromancy stuff, which only heals you), so all you have are those from the Celestial Expanded Spells feature: Cure Wounds, Revivify, and Lesser and Greater Restoration.

At 6th level, it is probably going to be fine. You're missing the "big guns" like Mass Cure Wounds and Heal, but those aren't available to anyone at this level. And fortunately, you've got bards for the Song of Rest, so your party has short-rest healing benefits available.

I don't think you need to do anything particularly special to "build" this — just avoid focusing on other things that will consume your bonus action for Healing Light. You could look at the Healer feat, but in most cases going for straight Charisma boost is going to do more — it increases the number of dice you can spend at once on Healing Light, and significantly improves all of your non-healing stuff, while the feat just gives you a weak alternative to the Cure Wounds spell you already have. The Acolyte background would give you story-based access to temple services, which might be handy depending on the game and setting ­— but it sounds like you already have a background in mind.

For a Charisma-based divine caster, you may look instead at the Divine Soul sorcerer — you could generally flavor this to fit many similar story ideas, and you'd have access to the full cleric spell list (and twinned Healing Word is awesome).