For Marlborough:
The Battle of Blenheim by Charles Spencer, good overview of the causes of the WSS, great generalized background information, the lead up to the battle, the battle and the aftermath. Biased towards Marlborough, absolutely. Thoroughly enjoyed the book.
Anything by James Falkner.
Neil Litten's Ramilles (awesome for wargamers)
Christopher Scott's Oudenarde (awesome for wargamers)
Can't remember if Scott or Litten wrote "Malplaquet" but same recommendation.
Marlborough the man, as stated earlier, Winston Churchill's biography of the man. I am slogging (slogging!) through Britain's Fragile Genius, Marlborough by Richard Holmes, six years and counting so I can't recommend it.
Fiction: iain Gale's Man of Honour series with CPT Jack Steele, though it is certainly not to everyone's taste. I am on the 2nd book and find that I have to suspend belief and just enjoy the story. Think Sharpe only a little more ridiculous.
TYW:
Enjoyed CV Wedgewood's book, but it really didn't take off for me until the entrance of Gustavus Adolphous.
Another endorsement for Europe's Tragedy by Peter H Wilson
Fiction: 1632 by Eric Flint, well, really fantasy/sci-fi but fun in a Castaways in Time way. Way ridiculous but fun, especially if you like Unions, in fact I think you have to LOVE ❤️ them…
ECW:
Cavaliers and Roundheads, good read but dry.
War for the Three Kingdoms by Trevor Royle, exhaustive book but informative covers 1638-1660.
For the wargamers, Decisive Battles of the ECW by Malcolm Wanklyn
If I may, I would recommend "Revolutions" podcast by Michael Duncan. series 1 is the ECW 2nd series is AWI, 3rd is French, 4th Haiti etc. I thoroughly enjoyed the ECW series.
Fiction:
Captain Stryker series by Michael Arnold, think Sharpe again, protagonist is on the Royalist side for a change.
Nicholas Carter's Shadow of the Crown series, if you can find them. Characters on both sides but the sympathy lies with Parliament.