For example an ECO index B33 can be used to describe opening theory that barely fits into a thick book. Is there an established system to classify variations further? I have seen examples of indexes that look like B33/01, or B33/22 but I wonder if those are well documented anywhere?
The official ECO (Encyclopedia of Chess Openings) scheme is only A00-E99 (i.e. letter followed by 2 digits). There have been numerous attempts to further clarify various openings, but none have really caught on.
There is the "/01-/99" example that you gave in your post, and SCID has its own version of extensions with letters a-z following the main code. Neither one is widely supported.
New In Chess has a fairly robust classification system, but it is unrelated to the standard ECO codes.
Perhaps the most prevalent and most successful system for specifying openings, however, is simply the full name of the opening. For example, B33 is the Sveshnikov Sicilian, and it can be further described as Sveshnikov Sicilian with 9. Nd5, etc.
A particular ECO index might split further into sub-indices like B33a, B33b, B33c, etc. The number of such sub-indices varies (maybe it goes up to y, or only to t, or ...), and some indices don't have any sub-indices. As for a place where these are well-documented, the free database program Scid does a great job. It automatically tells you what ECO classification you are in as you view/enter a game. More than that, though, you can bring up its ECO Browser that offers a summary of the ECO code you're in if you want to see the sub-indices laid out.
For instance, when I opened Scid and entered the moves
1.e4 c5 2.Nf3 Nc6 3.d4 cxd4 4.Nxd4 Nf6, the info panel below the board indicated that we had entered into ECO index B33a. That text is clickable, and doing so brought up Scid's summary for ECO B33, complete with variation names and clickable lines (which will bring the final position up on the board), as seen in the following image:
Those sub-categories E99/XX are likely from the Chess Informant ECO, I have not seen them in other resources.