In general, we've not had a formal roadmap - but we present a "State of Julia" talk at JuliaCon every year. But very broadly, the list (of the top of my head) includes: improving a lot of the underlying compiler infrastructure overall, improving support differentiable programming, improving garbage collection, support for GPUs from multiple vendors (too many of those now), supporting apple silicon, type system support for tools like JET.jl.
NEWS.md is generally updated during the course of a release cycle, which eventually becomes release notes, and then post release, we put together a highlights blog post. https://github.com/JuliaLang/julia/blob/master/NEWS.md