Mette, The Millenium files can be useful (I myself avoid them like crazy), but they are not primary sources.
The terms keep getting used without explanation; I will explain.
the most valuable sources are primary sources. This means documentation that is contemporary with the person in question. Sometimes primary sources contradict each other; in that case, the argumentation centers around where the documents came from, who collected them, if there is likely to be bias, and the like.
Reliable secondary sources are in many cases, for older profiles, the best we can do. The best of the reliable secondary sources will cite the documents they are using, and also be relatively free from bias.
Much less useful sources would be such things as family web trees, general histories which don't actually cite their sources, writings that have obvious bias, and the like.
The sources that you have been citing are not primary sources.
the fact that you do not have access to primary data does not mean that the writings you can find are of equal value.