Spoilers below.
What this show makes me think of, oddly, is Whatever Happened to Baby Jane. Or rather, it makes me think of my issue with Whatever Happened to Baby Jane: I was much more interested in the characters' past than their present. I wanted lots of flashbacks, and lots of secrets, rather than a focus on the present day drama with only one revelation about the past. The Haunting of Hill House provides that for me, flashback after flashback and plenty of secrets. I believe there was one episode that took place entirely in the past.
I think Theodora was my favorite, but I relate most to Nell.
I was not entirely happy with the upbeat ending. Which is to say - I cried, and I wanted the characters to be happy, but it felt too easy. I wanted to the story to be more true to the experience of losing a loved one to suicide, but our characters get closure that people in real life do not.
Also, the revelation of Shirley's affair came too late.