K there is no way to learn this info in-character. But its cool so I thought I would let you know anyways.
I'm not a Vecna historian or anything, but I do know of what happened with him and Ravenloft. It's part what led Vecna to be the God-status he is as of 3.5 Edition.
"There is a reference in the October Dragon Magazine #348 to Vecna's stay in Ravenloft in a side-bar of the 'Core Beliefs: Vecna' article by Sean Reynolds & Sam Weiss. Quoting 'The Secret History of Vecna';
The Demiplane of Dread: For a span of several years, Vecna the demigod vanished. While his cult holds that during this time he was either acting on the plot that elevated him to godhood or was undergoing a kind of divine metamorphosis, a few half-crazed planeswalkers say Vecna was trapped in a prison realm of the undead, waging a stalemated war with the neighboring Domain of his infamous betrayer, Kas the Bloody-Handed. Although Vecna escaped, supposedly this bleak realm was claimed by a new ruler and still exists somewhere in the mists."
So the story goes, Vecna was brought to Ravenloft and the DarkPowers made him a DarkLord. The Powers gave him a Domain and a Curse. Which was fighting Kas for eternity I believe...
He escaped by tricking a demigod to travel into Ravenloft and EATING him, and utilizing a 10th-level True Dweomer spell that he set up centuries in advance. The side-effect of him ascending to a more powerful deity status was that his Domain in Ravenloft collapsed, which he utilized to springboard himself into Sigil (a place otherwise impossible for him to reach.)
Apparently Vecna almost had a fight with the Lady of Pain, but it was Her Serenity the Lady of Pain not wanting to topple the entire multiverse by directly acting against Vecna while he was in Sigil. So they didn't fight.
Imagine a house of cards, all balanced on the top of a pin. Sigil's the pin. The cards are the multiverse.
Vecna still got into Sigil against Her Serenity's wishes, which is hard. And he escaped Ravenloft.. which is equally as hard if not harder.
Oh also, there was this 2nd edition adventure that had extra Vecna items in Ravenloft.
A number of Vecna's other body parts are presented as minor artifacts in Die Vecna Die!, including the First Digit (right thumb), Second Digit (right index finger), Third Digit (right middle finger), Last Digit (right pinky finger), Incisors (a pair of inappropriately named fang-like canines), Molar, Scalp, Skin, Heart, Foot (left), and Right Eye. These artifacts are collectively known in D&D 3rd Edition as the Fragments of Vecna. The Compendium Maleficarum is a book of spells, doctrines, and secrets crafted entirely from bone (even the pages) and penned in blood, that is on par with the Fragments of Vecna. The Tome of Shared Secrets is an illustrated bestiary of relic status, with the ability to impart knowledge of dark and evil creatures at the cost of a portion the user's life force. The Rod of the Whispered One, while not nearly so powerful as the Sword of Kas, is another item Vecna crafted to connect himself with his highest lieutenants. The final issue of Dragon Magazine, issue #359, featured rules for the "Left Ear of Vecna" as a minor artifact. It grants the owner magical bonuses to hearing and resisting sonic attacks, spell-like abilities to inflict deafness, grant clairaudience and create sonic blasts, and enables them to understand any spoken language. A lich known as Osterneth possesses the "Heart of Vecna" according to the Open Grave sourcebook.