The included module The Witch's Wake with my copy of Diamond Edition is extremely short and ends on a cliffhanger. Is there more I can pick up somewhere?

In the least spoiler-y way possible, I went to a village and talked to a guy about a rock, and then a ghost showed up and the module ended without answering 90% of the mysteries it set up. Is that where it's supposed to end and is there a sequel?

Thanks

I fear it is, and there is no sequel. It seems it was planned as a series, but instead of commissioning another episode, Atari canceled the Premium Module program back then. Or, from what I hear, it could also have been related to Wizard of the Coast deciding that they would only license D&D products that took place in the Forgotten Realms or other official settings. Shadowguard also ends on a cliffhanger and never got a sequel, but Witch's Wake just kind of ... stops?

As I recall from way back when, Witch Wake was originally created by one of BioWare’s designers in his spare time and released as a free module. It seems BioWare or Wizards of the Coast was uncomfortable with this and asked him to not continue the series. Perhaps to avoid it competing with their priced modules.

Kingmaker is the only one worth your while out of the three premium modules. It's a lot longer and more complete then the other two. Besides that there's tons of good modules created by the community.

Yeah, I've played a few things from the Vault. But I wanted to check out the ones that came with. I think the last time I downloaded the game WW, SG & KM weren't included (or KM was but not the others? I'd have to check my old computer) so WW was new to me.

Actually they were included. Every version of NWN since Diamond Edition had these modules. Anyway there are community modules which are a lot better than these three. Check the NWN Vault Hall of Fame: :)

https://neverwintervault.org/article/reference/neverwinter-nights-hall-fame
https://neverwintervault.org/awards/hall-fame.

Witch Wake was really good. I remember my friend and I being very disappointed when they announced the continuation was cancelled.

It could be really good if it was continued. The first part is simply too short to properly rate it.

I really wish we could see continuations for Witch's Wake and Kingmaker, yeah. :/ The 3rd premium module (whose name I forget) was decent too, although the story didn't quite hook me in as much as the other two modules. Leroux is correct too; the core problem stems from the fact that an edict came down from WotC saying that all premium modules had to be set in the Forgotten Realms (which, incidentally, is why Wyvern Crown of Cormyr is set in Cormyr. It was originally supposed to be set on Krynn, in the Dragonlance setting). This meant that all 3 of the original premium modules were basically stuck in limbo and couldn't be continued, as they were all set on custom worlds.

Have there been any good fan continuation of Witche's Wake?

I'm playing Darkness over Daggerford right now myself, and I can only say "wow."
The story and dialog has been super well written so far, can't wait to see the rest of the story.

Darkness over Daggerford is probably the best premium module. :) And it includes a world map! Something that was missing in the base NWN.

Yeah, NWN was a really straight forward/linear game, but I really liked the second and third expansions.
First campaign isn't as bad as many people say, but all the hissing the characters does at the and is so annoying.
So a world map is not be all end all for me, but it's fun when games let's you set your own pace while exploring.

I agree on that. The expansions are really nice, but they also miss a little open-world feeling that was characteristic for Baldur's Gate series.

Actually a world map is not a core thing for me as well. I only gave an example of a feature I missed in NWN campaigns. It was very nice to see this feature in Darkness over Daggerford. :)