Yesterday I did a marathon read to finish Prisoner of Heaven. At reading the first few pages, I said to myself, "What the heck is this?" It doesn't have the Gothic flavor of the other two. What it does do is tie the loose threads of the other two books, especially The Angel's Game, together and produces a plausible explanation for David Martin's behavior, for the death of Daniel Sempere's mother, and stirs a seed of revenge in Daniel's mind. Although the hype says the books are free standing and can be read in any order, it is for those aforementioned reasons I recommend reading it last. Warning, the books do jump around in time a bit.
Overall, the three books cover the span of time from 1938 to 1960, at least three generations of Sempere's, and a few of their customers and acquaintances. The time period covers WWII, the end of the Spanish Civil War and, of course, Franco's suppressive and abusive regime. Except for Prisoner of Heaven, which does include some of the abuses of power, the books focus on the lives of people just trying to get by in hard times.