@buskerdogI could be wrong, but...
What I've found is that the official comics and manga give insight to some aspects of Touhou lore, but the in media res problem kind of persists all throughout the official series. A lot of what you learn in Touhou lore comes from what people talk about happening in the past. Character interactions that hint at the vague history of Gensokyo become your best friend and there are a few blanks you just gotta fill in yourself. I respect that you don't wanna read the wiki pages, but it's a hub when it comes to the information sought after because of questions like yours.
I'd say look for the official comics, here's a list: https://en.touhouwiki.net/wiki/Official_Literature
Also, if you have any interest in looking at the translations of the many fan songs that exist, a lot of the artists try to accurately capture the feeling of a character or a setting or a storyline only hinted at. But that requires a lot of cross-referencing with other songs to see which themes stay consistent from song to song. Songs also often incorporate a lot of fan-cannon so be careful, that method is more supplemental than anything haha.
It just takes a lot of digging and a lot of playing and a lot of filling in the blanks, I think haha. If I recall correctly, the PC-98 games aren't heavy with lore, they do feature places that are interesting and not returned to often, like Hell. So just get to playing those games when you feel like it haha.
That's my take, anyway. I hope it helps at all!