Software traceability is the ability to provide trace information on requirements, design, and implementation of a system. It helps stakeholders understand the many associations of software artifacts created during a software development project. End-to-end traceability refers to linkage of all artifacts in the entire lifecycle of a software development project. Its goal is to provide stakeholders of the software development with trace information in order to analyze impacts due to changes in a software system. Compared to that of a single product, the end-to-end traceability of software product line is more complicated because Software Product Line Development (SPLD) requires two separate but intimately related phases of domain engineering and application engineering. Various SPLD traceability approaches have been proposed in the past. However, thus far no research work on SPLD traceability has focused on SPLD end-to-end traceability. This paper defines SPLD end-to-end traceability and evaluates the existing SPLD traceability approaches from SPLD end-to-end traceability perspectives. We surveyed studies on SPLD traceability methods, traceability mechanisms used in major SPLD approaches, and software traceability survey papers. We compared the existing SPLD traceability approaches based on Systematic Literature Review (SLR). Through the survey, we found that none of the SPLD traceability studies fully supports SPLD end-to-end traceability, and there are unexplored research areas of SPLD end-to-end traceability in the existing SPLD traceability studies. The contribution of this paper is that it presents future research directions that give research guidelines for each unexplored research area in SPLD end-to-end traceability. Finally, based on the research directions, this paper suggests future research opportunities for SPLD end-to-end traceability.