What sequence of documents should I read to know "all of" TeX and then LaTeX?
You should read the TeXBook.
It doesn't cover everything (as you say, it doesn't cover e-TeX for example). But if you have digested the the TeXBook then you can pick up the rest as needed. The e-tex manual can be skimmed over in a few minutes if you know the basics, xetex similarly. Not that you gain mastery of all the extra commands in a few minutes, but if you know the core well, often you just need the extra manuals to check syntax of a particular command.
The information in the TeXBook can be found elsewhere, searching this site or the excellent free "TeX By Topic" manual. Often these alternative sources present the information in a more coherent and organised way, but somehow the TeXBook encapsulates more than just the syntax of the TeX language: it has something of Knuth's soul and passion for typesetting and reading it helps you understand why TeX is the way it is not just learn the way it is.
Of course, reading the TeXBook from cover to cover several times and using TeX for 25 years doesn't mean you understand all TeX code. I haven't the faintest idea about TikZ for example.
You only need to read https://tex.stackexchange.com/a/5713/963 and follow the implicit instructions at every stage.
This answer is a bit outdated since The LaTeX Companion is quite old by now. And doesn’t cover things like LaTeX3 or Lua(La)TeX programming.
I’d most of the things one needs to know of the user (author) level of LaTex can be found in LaTeX companion. Of curse for the immense amount of packages a book can always only scratch the surface and give a starting point. However I started my journey to the faboulous world of TeX with this book and from there on nearly only read package manuals and code examples.
Too learn more about package and class writing the clsguide and the dtxtut might help.