I'm not certain vague would be the word - I think FFXIV is quite lore-rich. But it can be overwhelming, as it is difficult to piece together some parts like you said, and it is also difficult to access dialogue or information within the game if you are not recording or taking comprehensive notes as you progress. Apart from the official website, which has general lore information, and the gemstones posted in these forums by the FFXIV team, I do not think there are "official" lore sections, no.

Things which I would love to see in FFXIV, would be a more comprehensive bestiary, akin to those in FFXII or other FF games. It could be done in a similar fashion to the fishing guide - it could also be included in the Libra Eorzea application if it would be too complicated to add in game.

At least we have these forums to post!