I got lucky in that one of my players has a female aasimar, so comparisons to Nualia were inevitably drawn by the townsfolk before they had any idea she was still alive.
It sounds like you're already at Thistletop. At this point, there isn't much exposition you can give unless the PCs interrogate one of Nualia's hirelings.
A lot of this depends on your playstyle. If you do a lot of interactions with NPCs, it's easy enough to deliver information via gossip. "Oh, if only Father WhatsHisFace had lived to see this day." "Yes, and his daughter, she was such a lovely thing, wasn't she?" On the other hand, you may be limited to waiting for your players to decide to ask around for information. You can have fun dropping hints that there's information to be had and seeing how long it takes them to catch on.
This is the curse of APs (at least this one). The GM gets a lot information to help get into the character's mind, but can't always share it with the players. Sorry, I can't give any more specific advice at this point.
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Father Zantus maybe the best at giving some back story on Nualia. But he was blindsided too that Nualia is behind the current problems. Tsuto's journal provides a lot of information. Did your party get Tsuto's journal?
Concerning Thassilonia you have Brodert Quink to provide information. Here is some of what happened in our campaign with Brodert Quink. I read many GMs campaign threads. This helps me with ideas for my own campaign.
With all that being said, your observation is not an uncommon one. There is a lot of information provided to the DM that is not provided to the players. I too mostly ran my own homebrew, and found the volume of information in RotR almost overwhelming. Over time that volume became useful though. It forced me to use the numerous NPCs provided. But that was a good thing. The regular dialog with NPCs really made the Adventure Path come alive. So in the end it was very cool.
Let us know how your campaign goes.
I just tell my players behind the scenes stuff when I know it will have no impact on the campaign. This is usually at the end of an adventure. It doesn't feel awkward to me, but then again, my first GMing experiences were with Paranoia, where the PCs have extremely little information, and I reveal what really happened afterwards.
Even if you didn't reveal the info, it's nice to have that background. The love "quadrilateral" between Orik, Tsuto, Nualia, and Lyrie helped me decide how those NPCs react when certain events unfolded. Sometimes, from the PCs' perspective, things might seem completely arbitrary, but when there's an explanation, they can either figure it out, or be told by me what actually happened, and then all the pieces finally make sense to them.
And because there's usually an explanation for things, they know that seemingly random things might be related somehow. Thus, the game is much less a series of random fights with loot, and more of an actual world where enemies can be bribed, or weaknesses in the form of personal relationships exploited. If they want to expend the effort to discover such things, they can. Other times, it's just a neat little bonus for me.
The backstory behind Karzoug will probably never have any impact on the game, but it's a good briefing on my "motivation" like I'm an actor learning his lines. If the wealth of information ends up just being for my benefit and/or entertainment, so be it!
In my game, it usually comes up when the PCs interrogate the prisoners after big battles. This is less useful if the PCs regularly coup de grace the bad guys after a fight.
I try to get my players to role-play first-person, and when we do, I try to drop hints in the conversations that there is more information available for the asking.
Most of the bad guys seem to keep incriminating journals and documents as well, and the party can find those too.
I absolutely love the richness of the backstories for all of the NPCs that Paizo includes in the APs. It really gives me so much more to work with in role-playing them, even if the info isn't that germaine to the actual plot (from the perspective of the PCs), and will never see the light of day.
I also keep an online campaign journal, and I will drop some stuff there, including lines of dialogue that didn't actually occur in-game. I have told the players that the campaign journal might include some relevant bits of info that got glossed over in the heat of actual game-play. Also, we play fairly short weekly sessions, so clues dropped a dozen sessions ago might not be fresh in players' minds, even if the events only occured three days ago in-game. (We've played 61 sessions, and we're only about halfway through the AP.)
One thing I've found is after the game I usually do a write up. Nothing as detailed as the campaign threads here...more of a executive summary and all my players get it. I find this helps me and them remember the salient bits and plot hooks