Volume 1 was called Dark Mirrors and showed the Books of Sorrow, the messages about the Vacancy of the Taken Monarch mantle, and the Destiny 1 portions of the Last Word vs Thorn saga.
Volume 2 was called Fallen Kingdoms and looked at much of the Dark Ages lore, stuff to do with the Iron Lords and Rise of Iron lore, and detailed the stuff to do with the Eliksni, House of Wolves and even gave a fully detailed account of the encounter between Sekris, Baron of Shanks and Saint-14 at the edges of the system.
Volume 3 was called War Machines and looked at everything Exo and Golden Age related. It showed us some new lore as well such as Rasputin's last stand against the Darkness during Season of Arrivals and even gave us insight into Ana Bray's fall to Darkness in the Dark Future timeline.