I'm a third through Death's End, but I had a similar experience connecting with the characters. I had a hard time keeping the Chinese names straight (to the point of confusing gender), but even when that wasn't an issue, I still just wasn't invested in them personally (Da Shi is one exception). It's probably my lack of familiarity with Chinese cultural, but sci-fi generally often disappoints in the character development department.

That said, I thought the story was fantastic, huge, and believable through details. I loved the Cultural Revolution backdrop in the first book, the second book was more action packed than the first.