What is the difference between Full-Node and Lite-Node for downloading blockchain data

I want to download every blockchain transaction and source of Eth such as mining and stock purchases. I ran a Geth lite node and extracted the data using Ethereum-ETL but I found that it only included Ether transfers between nodes and did not include sources of mining or stock purchases. I wanted to calculate balances of addresses on the Ethereum blockchain as of a certain timestamp but this is impossible when you only know how much Eth an address transfers without knowing how much they get from mining. Ethereum claims that a lite node only downloads block headers, but does this mean that the main difference between a lite node and a full node is that the lite node can download all the transactions but not verify blocks?

Maybe I am understanding this wrong. If an address sends out value without getting any beforehand, does this mean that I can consider it a mining address that has no actual balance but can send out any amount of money? When I downloaded the data, the very first transaction showed that it received value to send out through another transaction that was not recorded in the data that I downloaded. Will running a Full Node resolve this issue and make those earlier transactions show up?