Discord is pretty closed unfortunately. Using a 3rd party or modified client could risk an account ban. Scripting bots to export your own messages and such is also technically not allowed.

I'm sure there's a lot of useful and basically public information siloed inside of Discord.

In practice yes. Lots of people developing and using third party clients. Of course it's not ideal with bans and API updates pulling the rug from under you with no warning, but actually not that many people get banned and ripcord (thirdparty client) was working for a long time even after being abandoned.

ripcord: https://cancel.fm/ripcord/