"The origins of the Red Lantern Society are quite complex. Actually, I am not too sure about the specifics either; I've only heard it involved an artificial deities experiment that occurred decades ago."
Veronica is not a civil servant nun and has little interest in old books and documents. However, she is quite familiar with the situation regarding the Red Lantern Society.
After all, the Red Lantern Society and Qianjin Church appear to others as a pair of star-crossed enemies.
Although both champion the cause of protecting women's rights, the Red Lantern Society focuses more on family and despises Foreigners intensely. Qianjin Church focuses more on productivity while rejecting feudal superstitions.
Both organizations cooperate with and guard against each other, even going as far as to send undercover agents to spy on each other's intelligence.
When Veronica says she's "not too sure," it's really a modest way of speaking.