I have dearly longed for a way to bring up a story’s wiki entries while reading the story since…well, since before the internet.
One of the first things I bought after reading Dune at the tender age of 15 was to buy McNelly’s Dune Encyclopedia (which, in 1984, had just been published). That should tell you something.
I loved the idea of being able to look up something as I read the story, and that has stuck with me through the years, despite the fact that online platforms have rarely, if ever, combined the two.
The closest to it is Campfire, and I give them props for doing a pretty good job. Readers have to buy the story to get the “extras”, but when they do, everything shows up right there in the nav pane, with live links to other entries (note the “@Daxaria” link in the info section):

You can export all the extras (which Campfire calls “elements”) in multiple file formats, as well as your manuscript (although I’m not sure .docx is available yet, just .epub and .pdf). All in all, Campfire is closest to what I always wanted, and a lot of people are successfully serializing there. A big bonus is that Campfire is not exclusive, even if you monetize your story, so you can publish it there as well as other platforms.
WorldAnvil tries, but not very hard, because while their tools for authors and dungeon masters is genuinely, mind-bogglingly extensive, the reader experience is clunky and confusing at best (terrible UI clutter, bad mobile experience, and zero natural discovery options).
And that’s really it. Neither offers much by way of customizing/branding your work, and your stories are stuck on the platforms. Lose access, lose your story. I want it ALLLLLL!!!!
I toyed for years with different hosted wikis to see if I could brute force what I wanted, and I could, but ref. the “brute force” part. It was not fun, nor easy.
I could see in my mind’s eye what I wanted and how I wanted it to work, but no one was listening.
One of the best days in developing the Keely App was when I first saw the dual pane view in action. It was fugly, incomplete, and non-collapsable, but there is was in all it’s glory:

I had to wrestle with the code to get it working the way I wanted it to, and you can check it out in action on the live demo site, but if you can’t right now, here’s how it looks today (admittedly not as pretty as Campfire's version, but WIP etc etc), fully collapsible and with internal back/forward buttons (off-screen):



