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But what about the second secret? Russia was supposed to be consecrated before WWII.

Supposed to be, but it still relies entirely on the free-will of men, God honors the free will of men. Our Lady said it would be done, but 'late'. She didn't specify how late exactly and it's getting pretty late.

Did Sister Lúcia inform Popes Pius XI/XII in time about their heavenly duty to consecrate Russia? And if she did, why didn't they do what was asked for?

Why does anyone to anything sinful? It is the mystery of iniquity and bad-will of men. Speculation is meaningless on this point.
Now I'm sure you're thinking: "Not consecrating Russia isn't necessarily sinful because it's a private revelation", while yes it is true it is a private revelation, the sheer magnitude and veracity of importance of the message seems to bind at least to some degree the pope to do this because if the Church truly approves it, which it does, and celebrates it, which it does, then to some degree it is to be taken as a divine directive. I could flesh this out more with pages and pages as to why it should be done and why to some degree it binds, but I'm not going to belabor the point.

And, given that they didn't, whom do Fatimists follow? Do they follow the Pope or do they follow apocryphal private revelations?

Not sure why you keep saying "Fatimists," as if believing Fatima is true is some form of kool-aid drinking hailbop comment cult worship. It is an approved apparition with the greatest miracle we have seen in the entire history of the Church.

Pope's can make mistakes. The pope's failure to consecrate Russia and reveal the true third secret has nothing to do with "following the pope" and has everything to do with the weakness of men.

Again, although private revelation, there was a historical precedent with the King of France was asked to consecrate the country to the Sacred Heart of Jesus.  He did not comply, and he lost his head.

https://usgraceforce.com/the-sacred-heart-of-jesus-the-first-100-year-warning/

On June 17, 1689 the Sacred Heart of Jesus manifested to Saint Margaret Mary Alacoque His command to the King of France that the King was to consecrate France to the Sacred Heart. For 100 years to the day the Kings of France delayed, and did not obey.

So on June 17, 1789 the King of France was stripped of his legislative authority by the upstart Third Estate, and four years later the soldiers of the French Revolution executed the King of France as if he were a criminal.

So this failure to consecrate led to the French Revolution ... which changed history in favor of the Illuminati/Masons/Jews.

So now with the failure of the Popes to consecrate Russia to Our Lady, we have the French Revolution in the Church.

You would think they would have learned a lesson from the Kings of France.