The trouble with the Niccolo books is that Dunnett found Anselm Adorne and lots of fascinating stuff that went with him - and then wove Nicholas in amongst that world - so where Adorne went, N had to go. And that was at least two books further than anyone should go, frankly, however fascinating (and it is) the struggles across Europe and Africa at that time. Then she wanted to tie the two series together - and that becomes a bit strained. There's also an, I think, shockingly pathetic motive for the Big Bad in the Niccolo series.
There was also a real problem with her readership - who were constantly trying to outwit her by the last few Niccolo books. With big DD internet forums, an American fanzine called Marzipan & Kisses, and the UK DD Society with Whispering Gallery, the permutations of who was doing what to whom were endlessly picked apart and sometimes DD veered off when she thought the readership had got too close to her overall plan. Then the last book of the Niccolo series feels very rushed; partly because she had a lot of ends to tie, partly because there was a huge gathering in Edinburgh in 2000 with lectures, talks, trips and a special banquet at Stirling Castle and the pressure was immense to get the last book out in time, and partly because she either already feeling ill, or knew she was ill with her final illness. I was at the Edinburgh Gathering 2000 and she admitted in one of her talks that some stuff was changed through the N series, just because her readership were pressing hard on her heels and she wanted to outwit them. I think that meant for a lot of people it's a bit "Really???" when you find out the series baddie.
Her editors were also slightly in awe of her - rather in the way, perhaps, of JK Rowling's editors who just don't seem to, well, edit.
Without quite the same level of pressure placed on her with the Lymond books because it was before internet etc, etc, she was able to bring those to their perfect conclusion and if you like it (I'm not such a fan though it's an impressive work) King Hereafter is masterful.