I think they have kept reasonably to the book with the characters with some artistic license.
In the book Jenny didnt have the boyfriend who died and i think for the series that was unnecessary, mainly because i think she jumped too quickly into a relationship with Philip Worth last night - it would have been more realistic to Jenny's character to have the backstory of the married man, followed by refusing Jimmy's advances and then meeting Philip - this was all in the book. If you remember earlier in the series Jenny wouldnt rush into any relationship because she was still pining for married man - the real Jenny wouldnt have rushed to start dating Philip so soon after being bereaved.
Cynthia's depression isnt touched on in the books until near the end, i think there is the suggestion of an undercurrent which manifests in later life.
IIRC I think Trixie married a Senior Civil Servant and gave up midwifery. She did look the part of a curates wife when she was directing the choir! 
I have loved this series - i had my reservations when it was on pre-watershed but it has really delivered IMO. I wept last night at Chummy and her mum. I sat with my best friend when she was dying of cancer, it was the little things for me - i held her hand and gave her sips of water from a straw and moistened her lips with a sponge - it was those scenes that finished me off.
That and the nightdress - littlebairn i know exactly what you mean - i have been there, and am now looking forward to our much much longed for little bundle in 7 weeks time 
I also noted with interest that Timothy was the only one concerned about the poor 17 year old girl having her baby taken from her. 
And yes - i was yelling at the screen at the little toddler trying to get out of the cot!! 
My Sunday evenings are now bereft 