Elizabeth George's Lynley had a long-standing relationship that went through many books, it was a little irritating to see her have him attracted to a woman with such stereotypical (albeit amazing!) qualities, but the relationship he had with her, especially contrasted to his relationship with his "Jeeves" was utterly fascinating. How he treated other women was always discussed. Women definitely are not left out or consigned to 2-dimensional roles in George's books.
Hercule Poirot is a fine character but he sort of doesn't count as a test of being a believable male character because he's supposed to be a pretty unusual kind of guy, with few ordinary relationships and an obsession with grooming. I could always believe there could be men like that, just not very many.

I'm glad you mentioned Dorothy Sayers! Harriet Vane's character is a treasure. That's how you write a woman! Gaudy Night was my favorite of all Sayers' books. I would recommend trying P.D. James' "An Unsuitable Job for a Woman" for a similar, although younger and less formerly and 'properly' educated, but still thoughtfully written as an extremely realistic and independent character.
Well, to this little girl, growing up isolated in Mormon country, just reading a book where the Mom was talked about, not to mention smart and working was a rare thing, so I appreciated it greatly on my first pass. But that's why I mentioned the Austin family series, and the O'Keefe family, beyond the first couple. The female roles are much more developed. (not taking anything away from the mrs. Who, which, and whatsit. Just more human development.)Wrinkle in Time series long ago and liked it, but I remember thinking even then that the mother's great science was rather notional.
And I completely agree with your comment about Cherryh. The best piece I ever read from her was one of her earliest short stories where she explored the machine and person interface, but when it was expanded into book length, it wasn't that sustainable. I didn't read much of her after that. Her characterizations were very surface, If I recall correctly. But that's why I typically prefer the older stuff for characters and depth. Tiptree's writings about relationships between men and women are seriously unmatched.
I still would recommend The Children of Men, though, for characterization. That book was quite a departure from her usual genre, and stunningly well written. For fully developed characters and interactions between men and women in a somewhat sci fi setting it is superb.