Yeah, Lastwall / Vigil / etc hasn't been very well detailed. On the one hand it makes it an excellent location for setting a custom campaign. On the down side it means that if you are trying to stay with the canon material sooner or later they will release something and totally screw with your story line.
A suggestion I'd give for getting an accurate understanding of the "feel" for Lastwall would be to take a look at the kingdoms which surround it. No where exists in a vacuum and the surrounding areas will certainly have a strong impact on the over all feel of any kingdom.
One tip i will give is if you are considering running a Temple of Elemental Evil / Return to the Temple campaign, Lastwall does make for an excellent setting for this. Also if you are considering a Ravenloft style campaign the bordering kingdom to the immediate north (Ustalav) can easily be modified for such.
Personally I suggest the use of the various pathfinder wiki pages and taking a look at some of the custom (read: not official) work which has been written for www.obsidianportal.com, some of which is pretty good.