I watched all of Sandman s2, and had to spend the entire time thinking of it as "inspired by" and not an actual adaptation. There were very weird changes to storylines and relationships from the comics, tho' I want more of the Loki/Puck situationship, and because the producers and writers had to cram 50+ issues of character development into this season, none of the emotional beats felt earned. For example, in the storyline for The Wake, it was clear in the comics that dreamers from everywhere were in attendance, even if they didn't know why. The production could have used CGI to create a larger crowd, dammit. Which is why I say none of the emotional beats were earned.
I missed Thessaly, but was happy that since they didn't include her, Mad Hettie ended up with more to do.
One other thing: No, I am NOT here for any Joanna Constantine + The Corinthian relationship. Talk about something that came out of left field and didn't feel natural.