Surely there must be documents somewhere on Trantor with some hints, right?
We don't currently have access to the library on Trantor. With the collapse of the Empire, the Core has degraded into anarchy, with different systems under the control of various local warlords. Even if there were documents on Trantor, anyone who went after them would probably not make it.
That said, if Seldon wanted the Second Foundation kept secret, he wouldn't have written anything down.
Also... there are some people who say this "Second Foundation" is just a myth. A boogeyman to scare children with.
I personally don't believe the stories, and I don't think you should, either. What evidence exists that any 'Second Foundation' exists at all? Seldon laid out his plan in excruciating detail early on, and it was complete and coherent as he described it. Yes, he was thought a nut in his time, but history proved him right. What reason would there be for him to conceal any backup plan? The success of the Foundation is surely evidence enough by itself that there was never any need for a 'second' one.