For start I would recommend "Baang-e-Draa". When you will read his poetry, you will find out his message. Understanding Iqbal is not easy, there are so many references of Quran, Hadith, Islamic History, Historical events before advent of Islam in his poetry.
You can pick a good Pakistan history book which is written for Pre-Partition era


PS: No documentary video can tell you about a person until you actually read him.

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“What you seek is seeking you.” – Rumi