Specificly, I am looking for detailed information on everything that was going on in every corner of Britain, France, Spain, and Italy during the years from CE 410 to 527. Has anyone here ever found a book, or visited a site, that seemed to have an unusually rich coverage of this period?
You are going to want to look for books about the specifics in each case, because all of those areas are experiencing very different issues. However, if you are looking for a more broad overview, I am particularly fond of Peter Heather's Empires and Barbarians, although this is more a focus from a Roman historical perspective, and his The Goths of which the later parts are dedicated to the successor states like the Visigothic Kingdom.
That said, I have read several books on a couple of those areas.
France: Patrick Geary, Before France and Germany: The Creation and Transformation of the Merovingian World
Britain: Chris Snyder. An Age of Tyrants: Britain and the Britons, A.D. 400-600
Spain: Roger Collins, Visigothic Spain 409 - 711
All three of these books have a healthy dose of both 'leader' and military focus, as well as more general 'what life was like' sections. However, the big caution here is that, particularly for Britain, evidence is incredibly sparse. We are relying mostly on supposition for many things during this period, so asking for 'rich' coverage outside of Italy is probably being a bit too optimistic, as 'rich' in this case probably translate to fanciful in my humble opinion.
Peter Sarris' Empires of Faith covers the period from 400 to 700 and has the best summary I have read of 5th century Roman politics (in fact, it is probably the best book on Late Antiquity if you are looking for a blend of narrative and cultural data. Other reference works tend to be written with the assumption that the reader has the narrative in mind). That being said, it covers both East and West.
For this reason, you might prefer Guy Halsall's Barbarian Migrations and the Roman West, 376-568, whose preferred areas and timeframe dovetail nicely with your request. It is quite long (so I would only recommand it if you know that you're interested in this period, not as a first-time introduction), but it provides a good narrative account and fascinating theoretical perspectives on identity in the fading Roman world.