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As I get back into this, one thing I'm struck by is not knowing that option A for unit B is in wonky obscure codex C or online data sheet D.

Is there an index somewhere that says in simple terms "this book has x, y, z" or "you can find this online here"?

The main ones are easy for me to find, but before I shell out GW-scale uber$ on things I'm not going to paint, I'd like to be a bit more educated and focused.

Thanks in advance

Unfortunetly I don't think there is and that can get very annoying when you play a faction (such as CSM) that has hundreds of different codeces, supplements and datasheets.

What does come close to an index is 1d4chan. Alot of people don't like this site because, well, it's a spawn of /tg/ but if you go to their tactics pages for an army then it has detailed accounts of what you will find in each codex, supplement, datasheet, etc. and it also gives a little overview of how to use the different units/equipment. Again, it's 1d4chan so take their advice with a pinch of salt (also their pages aren't always SFW).

Hope this helps.

This website has probably the best info that I'm aware of.

http://bloodofkittens.com/codex-compendium/

You might want something more serious and objective as a source. But I recommend also looking into 1d4chan on the side. Pretty entertaining with biases included but it also hands out tons of advice on every unit for every edition of every codex printed. Like all democracies you'll have to grind through a ton of irelevant yet entertaining dirt in order to unearth the gems of wisdom within but it can be worth it. For myself I've generally always been uninterested in Space Marines and have been more of a fan of Orks and Imperial Guard. Thanks to the collective wisdom of fa/tg/uys and 1d4chan I was introduced to Angry Marines whom occupy a soft spot in my heart now.

Yeah been reading d4chan but they are ... erratic .. in the quality of content. That turned me on to a few things but basically made me pretty sure there is a ton of crap I'm not seeing beyond the few books I've got.