Some background: The S2 side missions were originally written to (mostly) take place outside of normal story continuity. The reason we decided to separate them from the normal sequence in ZR4 is because they often messed with the overall tone of the story arc, and would result in weird things like Runner 5 going on a fun jaunt in the midst of some deadly-serious multi-mission adventure.
So, a good way to play the side missions would be to still interleave them with the normal story missions (e.g. two story missions, one side mission) but just bear in mind that they aren’t part of the main continuity (although they definitely are canon! (except for the Halloween ones, obvs)).