Margery Allingham was active at about the same time (her last book was in the '60s), and ought to be much better known. Her writing is great, she's a really sharp observer of human psychology, but there's always a lightness to her stories.
She wrote a long series centred around the character of Albert Campion, and the books evolve as the times changed. The very first books are murder mysteries, but have a 39 Steps feel to them, then they evolve into Golden Age mysteries, and the post-war novels become more grounded crime novels, although never really bleak. The very last book, set in the 1960s, has a touch of science fiction.