The Dunning and McClendon mystery novels are set in and just before WWII, but are modern; Sheridan's is set in 1949, and was written then. Read the modern ones first, since they're really better mysteries, but keep an eye out for Sheridan's books; the modern recreation of her times may make you curious about how they saw themselves.
Two O'Clock... is the best mystery of the three; it also makes
very graceful use of WWII as a background, since what the characters
are worried about is not always what we think, with hindsight, they
should have been worrying about. Sweet... uses the Depression
and WWI to set the stage, too, so it could be an awfully depressing
book, but her series character is ambiguously between being too tough
to like and not tough enough to be creditable as a detective.
So wrote clew in
Mystery.