Console command used:
    > showlobbyui
    - switch character but not the map.
    
BL2 Game Save Location:
    %UserProfile%\Documents\My Games\Borderlands 2\WillowGame\SaveData
    
    (Inside that folder, you will have at least one folder named after
    your Steam ID. Inside it, you can find your game saves.)

Steps
--------------
1. Copy the SDU Reward character to your BL2 save folder.
   In-game, this character is at the Plan B mission.
   (download the save here)
2. Start the game.
3. Load the SDU Reward character.
4. Select Continue, which should put you at the Sanctuary checkpoint.
5. Follow to the mission reward marker, which just leads to
   the headquater's bottom floor.
6. Collect the reward - but do not yet accept it, which is the second popup.
7. Now, all this should be done at that second popup.
7.1. Open the console and use the "showlobbyui" command.
     Then close the console. (This opens the new, small menu,
     with a SELECT CHARACTER option.)
7.2. Select the character that you want to unlock the SDU slot for.
     (Selecting the PLAY option will return to the game with
     that character selected (it's what you want.))
7.3. With new character loaded, in game, just accept the mission reward.
8. Open the inventory and confirm that one SDU slot has been unlocked.
9. Repeat one more time for the 2nd SDU slot, starting at
   Step 3 (by loding the SDU Reward character.)