Races of Stone (3.5e, 2004) introduced the goliaths to D&D, and makes no mention of the Realms. It presents information about goliath culture, deities, and settlements, including the city of Thella-Lu, with no information about fitting these details into existing worlds. This was normal for 3rd-edition setting-agnostic books like Races of Stone. On some level, the default setting in these books was kind of “Greyhawk with the serial numbers filed off,” since most of the deities, and some other details, come from Greyhawk, so maybe Thella-Lu is in Greyhawk. Maybe.
Champions of Valor (3.5e, 2007) is a Forgotten Realms supplement that includes a “Races from Other Supplements” section, including goliaths, on page 17. There isn’t a lot though, and it’s very much presented as ideas for a DM to include them, rather than canon about the Realms.
These stony humanoids prefer mountains; if you want them to already exist in Faerûn, consider placing them in the Azirrhat or other northern mountains of Anauroch, where they compete with the asabi for resources. The goliaths could live in Chult, unseen by the lowland peoples because of the rock-folk’s love for the high places. Their attitude and tribal nature is compatible with the followers of Uthgar, and while the cold climate of the Spine of the World doesn’t suit their tendency to wear little clothing, perhaps they come from a volcanically warmed hidden valley amid the frosty peaks. If you want the goliaths to be a relatively new race, they could be a cross between earth genasi and stone giants, creatures brought to Faerûn by Grumbar from another Material Plane to fight Akadi’s influence, another Thayan failed experiment in creating a servitor race, a creation by the sharns or phaerimms in their long war, or humans newly altered by wizards of Halruaa to deal with the monsters on the outer face of the mountains that ring that land. Goliaths have a friendly rivalry with earth genasi and enjoy commenting on the smaller stature of their “cousins.”
(Champions of Valor pg. 17)
Literally only that last line is a statement of fact rather than speculation into a possibility, which maybe means that goliaths and earth genasi are “canonically” cousins, though I find it hard to credit it that strongly seeing as it was following up so many “possibilities,” including the original introduction of the idea that goliaths and earth genasi are related.
The mention of Uthgar is relevant, because it gives strong indication that the goliath pantheon is not found in the Realms, which makes sense given how crowded the Realms already was with deities. Then again, lots of races of racial pantheons in Faerûn, and it seems a little unfair that goliaths don’t get to have one.
The city of Thella-Lu also goes unmentioned, though it could presumably be found in, say, that volcanically-warmed hidden valley or whatever.
A couple of Forgotten Realms novels, Depths of Madness by Eric Scott de Bie (2007) and Sandstorm by Christopher Rowe (2011),1 feature goliaths. I haven’t read them and don’t own them, so someone else will have to follow up on those. The footnotes on the Forgotten Realms Wiki article that you link indicates that non-canon statements by de Bie and Thomas M. Costa indicate that Thella-Lu is not in the Realms, and the goliath language is written in the Dethek script.
Between those two novels was the release of 4e, and goliaths appeared in Player’s Handbook 2 (2009). That I do have, and it doesn’t say anything about the Forgotten Realms, for goliaths or anyone else. The default setting for 4e was Points of Light, unrelated to any other D&D setting, and the Realms only got covered by few books in that edition, primarily Forgotten Realms Campaign Guide and Forgotten Realms Player’s Guide (both 2008)—before Player’s Handbook 2 and 4e’s goliaths even existed. Astoundingly, despite that, Forgotten Realms Campaign Guide actually does mention goliaths:
Streetwise DC 15: [...] Many nonhumans also settle in Thesk to seek their fortune, such as [...] goliaths from the Thesk Mountains.
(Forgotten Realms Campaign Guide pg. 182)
Settlements and Features
[...] The Thesk Mountains shelter native hill giants, ogres, goblins, and goliaths, as well as orcs descended from those who fought the Tulgan Horde.
(Forgotten Realms Campaign Guide pg. 183)
But those are literally the only mentions in the book.
4e also had a Neverwinter Campaign Setting (2011), which includes Eric Scott de Bie on the cover and includes a goliath—a goliath. “The warden of the sanatorium is Torlgar, a hulking goliath (Monster Manual 2),” and that’s all we get. Torlgar is the warden, is a “hulking goliath,” and is charmed by a one Rohini, who is turning him into a “foulspawned berserker (Monster Manual).” He doesn’t get stats, much less a detailed history of his people. That Monster Manual 2 entry is rather bare, in case you were wondering—literally three sentences of description, none of it remotely about their origins much less the Realms. Torlgar presumably should use the stats for the goliath sunspeaker or the goliath dawncaller found there, but Neverwinter Campaign Setting doesn’t seem to specify which.
Beyond those, there were the adventures for the Living Forgotten Realms organized play program—of those I have, only one mentions goliaths, and that one has used some goliath monster stats “reflavored as hobgoblins.” Dragon and Dungeon magazines were both fairly substantial sources of supplementary information for D&D 4e, and I don’t have a collection of the 4e issues of those magazines, so it’s possible that there was more information about goliaths in the Realms somewhere in there. I kind of doubt it, though.
And then we have 5e, which is kind-of-but-we-swear-it-isn’t set by default in the Forgotten Realms. Sword Coast Adventurer’s Guide is Realms-specific, but doesn’t touch on goliaths. As you note, the books that do, don’t discuss their placement in the Realms. So that’s all we’ve got for now.
- Christopher Rowe’s novel has no relation to the 3.5e supplement of the same name.