I wonder if there is a list of grammar units that we should prepare or learn throughout these exercises? Everything seems undefined.
You have to find the appropriate grammar explanations for each lesson yourself.
Those websites provide you with the necessary explanations for grammar. I use them to learn the grammar rules in the different duolingo lessons.
I agree. I think that the philosphy of DL is to get you to learn 'hands on', without the boredom of endless lists of rules, cases and exceptions. The downside is that sometimes you find yourself in want for some structure: that's when you go get a nicely sadistic grammar page. When you have your fix, you come back to DL and go back to educated guesses and intuition. Has been working for me :)