All perfect praise be to Allaah, The Lord of the Worlds. I testify that there is none worthy of worship except Allaah, and that Muhammad is His slave and Messenger.
Do not stop the Sunnah prayer (before finishing it) in order to perform Sujood As-Sahw (prostration of forgetfulness); you should perform it after finishing the Sunnah prayer. Ibn Qudaamah said in his book Al-Mughni: "If the worshipper forgets to perform Sujood As-Sahw and starts another prayer, then he should perform the Sujood As-Sahw after finishing that prayer, as literally understood from a statement by Al-Khiraqi, because he (the praying person) is still in his place of prayer (and did not leave it)…”
The Hanbali Fiqh book Kash-Shaaf Al-Qinaa‘ reads: “If the worshipper forgets to perform Sujood As-Sahw and remembers it only after starting another prayer, then he should perform it after finishing that prayer as long as the time interval is not considerably long. If the time interval is considerably long, then he should not perform Sujood As-Sahw because it is considered completion of the prayer and it cannot be performed after a long lapse of time... Moreover, if he leaves the Masjid, then the obligation is waived because the Masjid is the place of prayer... or if he broke his Wudhoo' (ablution), then the obligation to perform Sujood As-Sahw is dropped because one of the due conditions of prayer is missing, and his prayer is considered valid because Sujood As-Sahw is a means to compensate for a deficiency in prayer (just like slaughtering a sacrificial animal, fasting, and feeding the poor in the case of Hajj); therefore, missing it does not invalidate the prayer..."
Allaah Knows best.