Sallust's Histories is probably the best-preserved "lost" historical work of antiquity, if that makes any sense. We have something like 500 fragments of it, some very short but some substantial. Whether you should pursue it depends on your goal. If your interest is casual, I might recommend Plutarch's Sertorius (he uses Sallust's lost Histories as a source). If you are writing something like an undergraduate thesis on Sertorius, it is definitely worth your time to seek it out. You will also want to grab the spanking new book by Gerrish, Sallust's Histories and triumviral historiography : confronting the end of history (London: Routledge, 2019). This will have the hottest, most up-to-date bibliography for the Histories. I would actually go here first and then see what edition of the Histories she recommends. I know there is a fairly recent, multi-volume edition by McGushin.

You might also check out the recent article by McAlhany, "Sertorius Between Myth and History: The Isles of the Blessed Episode in Sallust, Plutarch & Horace," The Classical Journal Vol. 112, No. 1 (October-November 2016), pp. 57-76;