I love The Expanse, both the shows and the books. Well, most of them. I thought Cibola Burn was a real slog, and I don't remember it very well. Season 4 of the show was better, if for no other reason than a 10-episode tv series moves quicker than a 600-page book, but it was still the least of the seasons, imo. Season 5 was a nice return to form, even though it felt like the first part of a larger story, and with so many of the characters separated from one another for basically the whole season.
I rewatched the first 4 seasons last Summer, in anticipation of season 5, and I was impressed with the long game the writers were playing. There are some lines of dialogue in the first season that relate to and foreshadow events in seasons 4-5. I suppose that comes from adapting a series of novels. Nemesis Games was published in June 2015 and the first season of the show debuted in December 2015, so the writers could well have had a review copy of the fifth book from the beginning.
I wouldn't say I have one favorite character, but I definitely agree that the women are all fantastic. I would probably put the women of The Expanse up alongside the women of Halt & Catch Fire, The Magicians, and GLOW, shows that are all pretty much carried by their women. Dominique Tipper's Naomi is a daughter (or granddaughter, depending on how you reckon) of Sigourney Weaver's Ripley, to me. I remember reading that the producers had a tough time finding someone to play Bobbie Draper, and I think Frankie Adams has done a great job. Cara Gee's Drummer is a big departure from the books, and a big improvement, imo. Drummer's taken some of the role of Michio Pa, who I remember much less clearly than Drummer in the show (I think Drummer was in the books, at some point, but I don't remember her at all, unless I'm conflating her with Pa). It was only after rewatching season 5 that I realized the petite blonde woman on Drummer's ship is named Michio. She's clearly not the same character from the books, but I assume the name was a nod to the character-who-never-was.