Mr. Sunshine is probably my No. 1 favorite K-Drama as well! I am no historian but majored in prehistoric archaeology so I did a quick research and found you some science papers rather than books (you can read on the browser or download it, maybe you will need to register an account, but it is free and without worries). I havn't read any of those, altough I might check out the one about the folk songs, it sounds promising :)
Roman David, The past or the politics of the present? Dealing with the Japanese occupation of South Korea
Hasan Barlak, KOREA IN THE OCCUPATION PROCESS AND ABDÜRREŞİD İBRAHİM
Hee Jung Kang, Reinvented and Re-Contextualized: Cultural Property in Korea during Japanese Occupation
Roald Maliangkay, Them Pig Feet: Anti-Japanese Folksongs in Korea
Also here is a powerpoint presentation about the 1590's japanese occupation of Korea:
https://www.academia.edu/61715357/The_1590s_Japanese_Invasions_of_Korea
Of course, these Papers are all rather specific. You might be good with putting in search query's like "Korea during early 20th century" or "Korea +Japanese Occupation" or "Korea +Independence Movement" or something like that into Google Scholar, Academia, Research Gate.
As I'm feeling frenzy about this here are some book titles of the wikipedia entry of "korean independence movement":
-)McKenzie FA. Korea's Fight for Freedom. 1920"
-) Seth, Michael J. (2006). A concise history of Korea : from the neolithic period through the nineteenth century. Lanham [etc.]: Rowman and Littlefield. ISBN 9780742540057.
-)Andrew C. Nahm, ed. (1973). Korea Under Japanese Colonial Rule. Western Michigan University.
edit: btw. I wasn't able to rewatch Mr. Sunshine as the last time left me in my biggest post-drama depression/slump (like, no drama seemed interesenting or catching afterwards, and all felt cringy and cheap...) I ever had xD
And lucky you, my bf would pretty much never watch asian dramas with me. The only K-drama he occasionally watched some parts and even enjoyed it was Welcome to Waikiki (and maybe The sound of your heart, but I'm not sure).