So... how to put this...
"No" would basically be the answer. About as in depth as you'll get is Infinite and Divine, which is a novel about Necrons that takes place over the span of a fairly long timeframe(it's actually pretty decent) but even most of that is still within the normal 40k timeline(so 30k and onward). There's probably some eldar books that cover a bit of pre-human history as well, but this is basically a topic that is rarely touched on in the setting. Let me see if I can make this make some sense with a super basic timeline.
65 million years ago, Necrons aren't necrons yet, get into a fight with the old ones, old ones create the krorks and eldar, this is The War in Heaven(which kinda results in the immaterium getting fucked up and becoming what we know of the warp today)
roughly 60 million years ago necrons win and take a nap to wait out the eldar and eventually dying off
krorks devolve into orks, eldar become total fucking degenerates
This now a massive gap that basically GW barely acknowledges
10k-25k you've got the dark age of technology where humans were all over and progressing and super smart and had super weapons that could tear holes in reality, obliterate planets, blah blah. AI(the men of Iron) go on a rampage and rebel against humans, shit gets fucked. This war is covered in maybe 300 words of text spread across 30 years of writing with shitloads of speculation. There's a very short story about a dark age ship and it's AI being embarassed about what humanity has become, killing a bunch of people who board it, and so on. There's a robot that is supposedly a man of iron with regard to some necromunda lore, but they never do much with it. Ollanius Person and John Grammaticus pop up here and there in a couple of books and make incredibly vague references to this timeframe but it's never anything "confirmed".
25-29k is the age of strife where humans across the stars are all cut off. This is referenced a handful of times. But there isn't enough talked about to fill a chapter of a book.
very early 30k, slaanesh is born due to the degenerate eldar murder fucking themselves
Then basically everything fast forwards to around the year 30k with the founding of the imperium(the Valdor novel covers this)
The emperor launches his crusade to unite all of humanity across the stars again
You get the entire Horus Heresy series
Then there's The Scouring(eliminated chaos forces). Almost nothing covers this yet, as The Siege of Terra only just recently finished.
32k, war of the beast happens where an ork basically evolves back into a krork. There is a series covering this, to be honest it's kind of stupid.
36k, the age of apostasy where the church takes over, gets beaten down, and we get sisters of battle. I don't recall a novel about this? There is a short story, and some blurbs in codexes, but not much. If you look up an age of apostasy lore video, you'll get basically the entirety of it.
then there's 40k where 99% of shit is actually written about.
42k is where the timeline currently is with primarchs coming back, the indomitus crusade, 4th tyrannic war, etc.
GW doesn't entirely ignore the massive gap between roughly 60 million years prior, and 30k, but it's rarely discussed. Some of the early Horus Heresy books go into some human offshoots(like the Interex) but of the few even brought up most are simply named and not even described. If you do read The Infinite and Divine, and actually like the necrons, then I would suggest Twice Dead King after that(2 part series, plus there's another short story... I think it's called Severed) but the tone of TDK is entirely different than IAD. There are some eldar books but the problem there is they largely only exist regarding post slaanesh eldar, which are way under powered compared to what they used to be, they're a dying race, they get their asses kicked constantly, at least a couple of their book series have been cancelled before being concluded., and so on.
Basically, you've asked about the one thing GW pretty much refuses to cover.
), but I hear whispered rumours that everybody's favourite, Guy from Midwinter Minis was sniffing around Louise Sugden from Rogue Hobbies, presumably with an eye to 'hire' her for his channel like he 'hired' that ghastly Hatty woman.
