Hi inalotoab,
Congrats that u r current for March. For ur questions:
1) Your wife and your son need their passports, birth certificates and two DV size photographs for each of them. Your wife also needs a police certificate. Remember that you need to get a photocopy for every document except for the police certificate. Full name should be written at the back of every photograph.
2) Medical exam is needed for all of you including your son. You will get the details if you call one of the four clinics in Addis. Police certificate is for you and ur wife only.
3) 2nd NL is needed for both the medicals and the police certificate. This rule is strict for the medicals while the police certificate may also be done with your first NL. In Ethiopia, police certificate takes only one day and the clinics complete your check up so as it would be ready for ur interview. Both of them don't take time. your son will be seen in one of the clinics with you and he will be sent to IOM to do a TB skin test (TST) which needs 72 hours to be read. Medicals cost 740 birr for an adult and 490 birr for a child. The TST takes 130 birr for ur son. Police certificate takes 10 birr per person.
4) you and ur wife need to give your finger prints at the federal police office in Addis to process ur police certificates. This means that you need to be present physically at the police.
5) The second NL is a two page document which contains the name of the principal applicant plus the date, time and place of the interview on the first page and the names of beneficiaries (eligible family members of the principal applicant) on the second page. On the first page it also clarifies that good preparation is needed for the interview according to what has been written on page 4 of the dvselectee.state.gov website.
That is all and good luck.