Forgive me, I'm going to nerd out for a minute--since Pynchon is my favorite post45 American writer and I'm excited to talk to someone else who's actually reading him (since a lot of people give up after CL49).
CL49, Vineland, and Bleeding Edge are Pynchon's shortest novels (BE might be longer than Inherent Vice, I can't recall off the top of my head). It's been a while since I read Vineland, but Bleeding Edge is kind of Pynchon-lite (and a rehash of CL49 in a lot of ways, like CL49 for the post-9/11 east coast). Still a good book though.
CL49 is phenomenal, although it's best understood (in my opinion) as a kind of bridge between what I think are Pynchon's two most significant novels: V. and Gravity's Rainbow. It's his shortest novel, but still has a lot going on, as you say. Lit critic Mark McGurl writes that CL49 miniaturizes Pynchon's "more typical sprawling maximalism," by which I take him to mean that CL49 manages to capture the historical breadth of Pynchon's longer novels in an impressively short space (the whole backstory with Trystero and The Courier's Tragedy channels a sense of deep--and secret--history).
You're going to get that "sprawling maximalism" with V. It's his debut novel (published in 1963), and it's a fucking wild ride. Not only is it physically chunky (some 500 plus pages), it's conceptually dense. It jumps around chronologically and can be tough to follow. In many ways, it feels more like a modernist novel (Ulysses, Absalom, Absalom!, or Orlando) than his later works. That said, there's still a mystery at the heart of it; but you occasionally have to be patient to get the juicy investigative parts (and they usually involve stories that take you back in time).
For me, CL49 feels like a kind of channel between V. and Pynchon's masterpiece, Gravity's Rainbow. In fact, it feels more like a preface to GR than a standalone novel (although of course, it is a standalone work). I'll be really interested to hear what you think of V. I think you'll find it surprisingly different than CL49, Vineland, and BE, while still possessing plenty of Pynchon's identifying markers (there's a lot of humor and absurdity galore).