I'd like to know which books I have to reference directly rather than using the more convenient srd compilation, when looking up things like feats and items. I know "Inner Sea Gods" is not on the srd (or, at least, most of it isn't), though that might just be a matter of time.
What other (official Pathfinder) sources have compilations of items, feats, spells, etc. which are not included on the srd, so I know what to look up in the books?
Pretty much all of the player companions and player guides for campaigns. There's also quiet a bit of content hidden in modules and the adventure paths that I don't believe transfers over. If I remember right, Inner sea gods isn't a core line book, its a campaign setting, and none of those books are in there either.
Any books in the Role Playing Game line will be included in the PRD. So Bestiary 4 isn't yet, but will be, probably sometime after the Con season concludes. Advanced Class Guide, Monster Codex, and Strategy Guide which will be released later this year will be included as well.
Campaign setting, player companion, Adventure Path, Modules, and so forth are not.
Keep in mind that d20pfsrd can be used instead of hte prd if you want to have non-rulebook sources included in your easy to use reference.
Between d20pfsrd and Archives of Nethys, there isn't a lot missing.