I agree, the killing off of such central characters is frustrating, but it's refreshing in a way at the same time. I mean, in almost every single story, you know some characters are just "safe", and not only can kill a lot of the suspense, it also weakens the conflict a lot of the time. I mean, I get emotionally invested in characters to, and when they're in a dangerous situation, I can kind of calm myself down knowing that they're obviously going to find a way out.
Not so with this series. Dangerous situations truly ARE dangerous for any character that's involved. It's an uncomfortable feeling for me in these kind of spots, but it really should be. Likewise, when a character I've really gotten to become intimately familiar with dies, I genuinely feel sad, sometimes to the point of despair. It's just not the same with stories that are too afraid to kill characters off after spending a lot of time developing them. It's an intensely dysphoric feeling, for sure, but I think that any piece of fiction able to work your emotions like that is nothing short of great.
That being said... how far did you read?