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but the idea that the Vong could get that much intelligence on the rest of the universe without anyone else finding out and moving to counter it is a bit much for me.
The Empire did get wind of the Vong, although not the size of their invasion force or their true objectives. It was enough for the Emperor to prepare contingency plans. Unfortunately, he didn't tell anyone (possibly apart from Vader) so those plans were lost when he died.
there was nothing in story to suggest that the protagonists could do anything but constantly retreat and hope for a miracle before the Vong took over the entire universe.
That's not quite what happened. The Vong had limited military forces. They only succeeded as much as they did because they made use of conquered/allied forces, used blitzkrieg tactics and used diplomacy to keep the Empire and the Hutts out of the war. Once that failed and the Empire and Hutts entered the fight, the Vong became both seriously outnumbered and out-resourced economically. There was also the fact that the Vong were counting on a knockout blow. The heavily centralised Empire half-collapsed when the Emperor was killed and most of the reset followed when Coruscant fell and then Thrawn died. The New Republic, OTOH, was much more decentralised and Coruscant's capture did not have the same impact on the organisation, which the Vong were not expecting.
Ironically, the Vong's major advantage - their invulnerability to the Force - was completely useless because the number of Jedi and other Force-users around opposed to them was so tiny that it mostly fell back on traditional fighting, and in that arena the Vong's lack of numbers was always going to result in their defeat.
There's nothing to get excited or invested in because any solution was obviously going to come out of nowhere and when it did, the invasion would be over in the course of a single book (or at best, a half way decent trilogy) and the rest of the books in the middle had virtually no impact on the storyline whatsoever.
Again, that didn't really happen. STAR BY STAR, in the middle of the series when Coruscant fell, also showed the New Republic and their allies the way of fighting back. It was in that book that the Vong suffered a calamitous defeat and the Republic discovered that the Vong had lost over a third of their forces just getting to Coruscant, and then a hideous number more taking the planet. For much of the second half of the series the Vong are stalled because of their lack of numbers, allowing the new Galactic Federation to gain the initiative and then win. By the final couple of books, it's clear that the Vong are doomed, and Zonama Sekot showing up and convincing them to surrender simply prevents a final Gotterdamerung annihilation of the species (oddly similar to the Dominion's final defeat in DS9, actually).