There is a whole set of help center articles that are only visible to moderators. They explain certain tools, but also the principles behind SE moderation and how to deal with certain situations. They also dive a bit deeper into specific areas like vote fraud that can't be documented fully in a public place like meta.
There is quite a lot of useful content for newer moderators in there, but it's rather hidden. There are articles about several of the moderator tools in there, it would be nice if the tools would directly link to the appropriate help center. There are for example sections about mod messages, annotations, flags, escalating to CMs and vote fraud. Those have corresponding tools that could directly link to the relevant help center section.
Some tools have some documentation already, but e.g. the mod message help center is much more comprehensive than the inline help in the mod message dialog, which mostly links to 8 year old blog posts.
This kind of in-depth documentation is the most useful if you read it while you actually need to use those tools or handle a situation for the first time. Directly linking to them from the relevant mod tools would help to ensure that the moderators actually know about these help pages, and can quickly find them when they actually need to read them.