Was Exegol in the Jedi Archive?

This is absolutely at least part of the answer and it is in Canon. It's discussed in some detail in Shadow of the Sith. It is described as a honeycomb-like void surrounding the planet.

I would probably also say there are other factors, and the whole thing about the ancient forbidden text of the Sith that was an issue in the movie was probably enough explanation for casual viewers.

 

The Jedi can consider the Sith extinct for a thousand years and then conclude that they have returned in the space of one afternoon when they run into a guy with a red lightsaber. The Jedi and the Senate can somehow develop a blind spot to an entire planet housing the best and most sought after cloners in the galaxy for ten years. (That one is seriously questionable though)

In the context of prior revelations and plot excuses, I think a Sith homeworld hidden in an area of the universe that nobody in the GFFA has any business in and remaining unknown for millennia is relatively reasonable.

Nobody in the Alliance seemed to know or care about the native culture on Endor, the planet they were just about to wage war on. They didn't bother to find out if they might be hostile to Rebels conducting operations in their home. Or if they were partisans who might ally themselves with the Rebel cause and join forces against the occupiers.

The point is that adventure serials need to have blind corners. Pianos and pretty girls need to fall out of the sky now and then, and rugs need to be pulled from under our feet every once in a while to maintain a sense of surprise and wonder. And if you are wondering for a long time afterwards "how come?", it's not the first time and it certainly won't be the last.

 

Let's just say the Jedi's Sith expertise is questionable at best.

 

That's a problem because...?

 

Yet another log on the fire of the Jedi's arrogance and head-in-the-sand deference that was their downfall.

I do hope that all of these examples of the Order's failures and errors in judgement are going to be used well in showing the rebuilding of the Jedi in some form, otherwise it's starting to feel like an unnecessary piling on of criticism. We spent 20 or so years thinking the Jedi were noble and wise heroes of the Galaxy and since then it's been a death of a thousand cuts as we have been shown their downfall.