I'm going to describe the situation in Modern Greek.
In Modern Greek, you will get good etymologies in the the contemporary dictionaries, Babiniotis' and Triantafyllidis', both of which date from the 90s. The current etymologist of the former, Moysiadis, has written a textbook on etymology; the original etymologist of the latter, Petrounias, has written extensively on the subject as well.
What they have not done is give citations. If you want citations, you go back to Andriotis' etymological dictionary done in the 1950s, which does give citations, and where you'll realise that there was controversy around a lot of the proposals; Andriotis gives proposals that have been rejected, as well as those that have prevailed. If you go to Kriaras' dictionary of Early Modern Greek (started in 1968, now up to sigma), you'll see more up-to-date etymologies for words that attested before 1669, again with details of proposals and counterproposals.
If the etymology is not in Kriaras or Andriotis, well, you're out of luck. Etymological work is being published to this day in Greece, usually in squibs in journals like Hellenika; and if you're not someone like Moysiadis, you're not going to be able to keep up to date with it readily.
The etymological proposals cited in Andriotis and Kriaras are scattered all over the place. Much of the proposals cited in Andriotis' earlier dictionary is the work of only a handful of scholars working between 1880 and 1910 (Hatzidakis, Filindas, Meyer-Lübke), and they argued with each other quite acrimoniously. Luckily, those scholars' collected works have been compiled into single sets of volumes. So you can usually track Andriotis' sources down, at least.
Now, Modern Greek etymology is a much smaller field than the etymology of English, let alone Indo-European; but you can already see that you have to hop between three or four generations of opinion, that the literature is scattered, and that the contemporary dictionaries are at best tertiary sources when it comes to etymology.
... So where do you look for more information about English etymologies? The OED tends to have detailed discussion, but it does not cite sources; you want specialist etymological dictionaries for that (which have Etymological in their title); Skeat and Onions for English, for example. You're asking about Indo-European; you'll want to look at the etymological dictionaries of Proto-Indo-European, and of the language families within Indo-European. It's not for the faint hearted, but it is feasible.