The thing is, you're looking at this from a slightly wrong angle if you're focusing on 'Sansa Bolton' as a distinct character in novels. She doesn't exist in novel canon; that's purely a show invention, a blending of her story with another character's. So the real exploration of her family dynamics is entirely within George R.R. Martin's original text, 'A Song of Ice and Fire', and it's all about Sansa Stark. The 'Bolton' chapter of her life on screen substitutes for a much more intricate and terrifying narrative still unfolding in the books involving Jeyne Poole pretending to be Arya Stark.
That said, the core of Sansa's story is a deep dive into family loyalty, survival, and identity under extreme pressure. Her chapters in 'A Feast for Crows' and the early ones in 'A Storm of Swords' are masterclasses in this. You see her navigating the viper's nest of the Lannisters, constantly measuring every word against the memory of her father's teachings and her mother's courtly lessons, all while clinging to the fantasy of her 'true family' coming to save her. It's heartbreaking because her family is shattered, and she's essentially adopted by her captors, forced to play a role.
To understand the full weight of what the show merged, you really need to read 'A Dance with Dragons' for the fake 'Arya' plotline with Ramsay. That's where you get the horror of a forced marriage and abusive family dynamic from the Bolton side, but it's experienced by a different girl. Sansa's own trajectory in the Vale, learning political maneuvering from Littlefinger, is about constructing a new, manipulative pseudo-family. It's less about blood and more about learning to use the tools of 'family' and 'protection' as weapons. So, the novels that best explore it are the last two published books, where the initial shock of loss has worn off and the long, grim work of surviving in a world without your family begins.