This is the story that I had to get a Patreon account for.
When I visit an imaginary world, I have to choose how much I’m going to explicitly suspend disbelief for, and what I am going to engage in for this world. I happen to know a lot of non-obvious things about how people work “under the hood” as it were. A lot of it disagrees with common wisdom. As a result, I usually don’t worry about the characterization much, because it is just easier to suspend disbelief and not worry that the fictional people don’t behave like real people. Most wind up effectively picking a point of view, and all people are described as they would look from that point of view.
Azalea is one of the few authors where I can engage with who the characters can feel more real. She is able to write from different people’s points of view, and they come off to me as different people. With different ideas, goals, and beliefs.
Others have commented on how the side characters feel real. They do. I don’t know how Azalea does it. She has admitted to having a Lore document to help herself stay straight. I know that authors like Rowling also did something similar. But I like how Azalea makes it come off.
One of the oddest conversations that I have had in my life was with Brad Dourif. He’s best known as the voice of Chucky. But he also played Wormtongue in the Lord of the Rings. We wound up talking about Tolkien. One of Tolkien’s merits as a writer is that his side characters truly feel real. However Tolkien did it by not knowing when you met the character whether they would prove to be significant or not. So he just let you meet them, then would discover later whether or not they came up. He also often got stuck on the plot, then would start over the whole book rather than finding a way to fix it. (Don’t forget, editing a typewriter is harder.) This caused the side characters to come at the expense of plot and cohesion. (And for all problems, he went to the eagles for his deus ex machina.)
I think Azalea could go farther in that direction. One of the themes of the story is the spread of the Raven Queen’s influence, and the ongoing changes in the city. I would be interested to see a random POV chapter from a side character’s point of view. For the purpose of bringing home how the city is changing. Very much on a principle of show, not tell.
The character doesn’t have to be relevant or recurring. Just a side encounter a chapter or two later to create a sense of sonder. I don’t know how others would react. But I’d like it. I guess we’re getting something similar with side stories like the one about Percy. But I think that the main series could do with having them interwoven in.
Moving on, I love the magic system. And I love speculating on it. Like I did with my Plane of Darkness speculation. It is clear that a lot of thought went into it. However Azalea got there, do more of that. 
Separately from all that, how we fail to think is a big interest of mine. And I’ve enjoyed reading a series where that comes up explicitly. This is not so much a comment on the writing - just a happy coincidence that I’m encountering a topic of personal interest. I appreciate it deeply. I also suspect that it must be a topic of interest for Azalea. And it likely helps her write from different perspectives. If she ever wants to express an opinion on that, I’m all ears.