The central relationship is between Capel, a TV detective-show star, and Janie, a female detective who idolizes him initially but grows to see his human flaws. Their interactions evolve from occasional partners to genuine friends, marked by sharp banter and spiky edges. Capel often shows up Janie with his Holmesian-style deductions, and they bicker like a married couple, creating a quirky, cozy crime atmosphere. Janie's boss, played by Steffan Rhodri, adds well-meaning hilarity and some eye-rolling HR jokes, while Alexandra Riley appears as a fellow police investigator with brief but delightful scenes.

Death Valley leans more into comedy than drama, offering light-hearted, witty entertainment rather than dark or heavy mystery. The show is described as a cozy, witty joy with comedic elements that never go overboard, often subverting typical murder mystery tropes. The mysteries themselves are fairly pedestrian and not particularly inventive, but the chemistry between leads and the humor provide enjoyable escapism. The comedic tone sometimes challenges credibility, especially with the female lead and her boss, but overall it maintains a balance that keeps the show entertaining without taking itself too seriously.

The series features several quirky details that reinforce its cozy crime vibe. For example, Capel has a fondness for macchiatos, and his cat is named Alan. These small character traits add whimsy and charm. The show also includes playful nods to detective fiction, such as Capel’s Holmesian deductions, though their basis is sometimes unclear. The dynamic between Capel and Janie includes frequent bickering and snark, contributing to the show's light and quirky tone.

The female lead, Janie, is portrayed with a mix of enthusiasm and inconsistency. Early in the series, she idolizes Capel like a breathless fan but quickly shifts to treating him with disdain, which some viewers found off-putting and lacking credibility. Her character has been criticized for overacting and being inept, especially in her role as a detective, which affects the show's believability. Despite this, her evolving relationship with Capel adds emotional depth and humor to the series.

Guest stars and supporting characters provide additional humor and texture to the series. Steffan Rhodri’s role as Janie’s boss brings well-meaning hilarity and commentary on HR practices. Alexandra Riley appears as a fellow police investigator with brief but delightful scenes. Recognizable guest performers, including Sian Gibson as a flustered theater director, add variety and charm throughout the six episodes. However, the supporting cast generally has less screen time and development compared to the leads.