I have found 39 of the 40 lorebooks, but I just can’t find the last one. Someone posted that there are 2 Creatures of the Ancient Seas on Level 8 Ozumat, but I have only found 1 so far.
This is the post you wanna look at:
https://us.forums.blizzard.com/en/hearthstone/t/read-40-lorebooks/89333/135