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For instance, let's say I forget which book the Heralds Anarchic formation is in.

Is there a reference somewhere that lists what ALL the formations/detachments/units in the game are, and WHERE all their rules are (which books)?

Blood of Kittens is probably your best bet for this.

I know the pain man. Bad enough a few armies have wargear and equipment that are completely alien (Ad-Mech and Tau tbh) and make you go 'and what does that do exactly?' but add in half a billion formations and there's no clue what does what.

Yes, it would be nice for GW to release a super volume of everything for reference. But...