As a person who is finally getting time to read papers in this field, I came across a Stack Overflow post [1] about newer functional data structures recently when looking for papers to put on my kindle for a long trip. The top answer to it has a tonne of links.
Tangentially related, but I am currently reading Pearls of Functional Algorithm Design [2] - It is fascinatingly well written (though it isn't strictly about data structures only).
I plan to read Fun of Programming [3] next which has a chapter on binary heap trees by Okasaki but the rest of the topics aren't quite about data structures.