There's a bit of confusion around the three primordials and the anime for 'That Time I Got Reincarnated as a Slime', isn't there? I've watched the series a couple of times and read a decent chunk of the manga, and honestly, the direct adaptation of their full stories isn't really in the main TV episodes. Diablo shows up in Season 2, but the other two, Ultima and Carrera, don't get proper introductions until much later in the source material, which the anime hasn't reached. The anime covers a lot of ground, but it's still trailing the light novels and manga by a fair bit.
What I think people might be mixing up are the OVAs or maybe the spin-offs. There's that 'The Slime Diaries' slice-of-life series, but that's just fun fluff. The more relevant bit might be the 'Visions of Coleus' OVA arc, which adapts some side stories. Even then, I'm pretty sure it doesn't dive deep into the primordials' backstories. Their lore is scattered across the light novels and the manga's later volumes. It's one of those things where if you're anime-only, you're kind of waiting for a movie or a new season that might never come, which is a bummer because their dynamic is wild.
I keep hoping they'll announce a movie focusing on the demon lords or something to speed things up. For now, if you're really curious about Testarossa, Ultima, and Carrera, the novels are your only real option. The anime is great for the big spectacle moments with Rimuru, but it glosses over a lot of the cooler, more intricate world-building with the older demons.