These are Pelican, from 2000.
They're hardback, with a ribbon. As far as I know, these were printed exclusively for Amazon. They frequently went on sale, back in the day, and I got the whole set for less than $100 (US) in 2006.
These days, they're out of print, and the prices are high.
One source: https://www.directtextbook.com/isbn/9780143104803
Amazon, being insane: https://www.amazon.com/World-Shakespeare-Complete-Sonnets-William/dp/0143104802
Throughout each volume, they have footnotes for the tricky words and phrases. They have an essay (about 15 pages) on "The Theatrical World," which is repeated in each volume. They have a short bit (a few pages) on "The Texts of Shakespeare," which is repeated in each one.
They each have an introduction to that specific work. For example, Titus Andronicus has an introduction of about 20 pages, followed by a note on the text.
So it's not a source for deep-diving the research and notes. But they're great! Nice to hold and to read.
Unfortunately, they don't make them anymore, and the prices you can find are insane.
They're Pelican, but this set was sold exclusively through Amazon. I think I paid about 90 USD for the whole set.
It's called: World of Shakespeare: The Complete Plays and Sonnets of William Shakespeare (38 Volume Library)
Cheapest I found were here (I have no idea whether this site is good or legit): https://www.directtextbook.com/isbn/9780143104803
Amazon is pretty expensive! https://www.amazon.com/World-Shakespeare-Complete-Sonnets-William/dp/0143104802