I did something similar to this using RAG except for Vampire rather than D&D. It wasn't overwhelmingly difficult, but I found that the system was quite sensitive to how I chunked up the books. Just letting an automated system prepare the PDFs for me gave very poor results all around. I had to ensure that individual chunks had logical start/end positions, that tables weren't cut off, and so on.
I wouldn't fine-tune, that's too much cost/effort.
Yeah, that's about what I'd expected (and WoD books would be a priority for me to index). Another commentator mentioned that Knowledge Graphs might be useful for dealing with the limitations imposed by RAG (e.g., have to limit results because context window is relatively small), which might be worth looking into as well. That said, properly preparing this data for a KG, ontologies and all, might be too much work.
I wouldn't fine-tune, that's too much cost/effort.