Undocumented lore is what most of us think of when we think of lore. Hidden program switches, unwritten build directions, undocumented APIs – we have all wrestled with these. Graphical undocumented program features even have their own nickname – "Easter Eggs".
Underdocumented
Underdocumentation is primarily seen in the corporate environment, where documentation of internal procedures, APIs, etc. is often a hasty afterthought. When confronted with an underdocumented system, for the most part you will rely on the memories of your co-workers to help fill in the missing details of the underdocumented system.
Secretly Documented
Secretly Documented systems are those for which there exists adequate documentation; you just don't have access to that documentation. One example is the ntdll.dll documentation, which (I would assume) is available within Microsoft to kernel developers, but is out of the reach of those of us who are not Microsoft kernel developers. I would hazard a guess that Secretly Documented systems are as a rule seen in commercial software development, where the system internals are sufficiently complicated to require their own documentation, but the software development team doesn't want to restrict their development path by exposing their internals (which then cannot be as easily changed, as outside developers come to rely on the current interfaces to the internals).