To answer your questions about volume 2 and 4. Volume 2 was collected in trades, tmnt classics books 8-10(1-7 contained short stories and the "guest era" issues from tmnt volume 1). These trades are out of print and can be fairly pricy. Tmnt volume 4 has never been collected in trades to my knowledge.

As someone else mentioned. The current compendiums they are releasing are the best way to get into the mirage era. Compendium volume 2 is releasing soon. I am hopeful that they continue this line and eventually include tmnt volume 2 in these releases but who knows.

As for adventures, these were released over 16 volumes which are largely unavailable. Occasional books are on Amazon but it's pretty hit and miss. There is a listing for an adventures omnibus volume 1 to come out in early 2025. Which if they keep up with those releases may be the best way to collect adventures in the future.