Besides the obvious, writing the two characters has different challenges.
Sam is more of a traditional hard-boiled PI. He takes a job and he does it. He dishes out lumps and takes them as necessary. He's by no means a gorilla, but he keeps what's private out of the story that he is narrating. What you see is what he wants you to see. Essentially, his tale is a long version of his eventual report to his clients.
Lena's character is more complex, in part because she is not the narrator. You never see the narrator (like Chorus). Because Lena does not control the narration, you see a lot more of her life.
I read a lot of the old school detective novels when I was a teenager: Raymond Chandler, Dashiell Hammett, Ross MacDonald, John D. MacDonald and Mickey Spillane. Of the lot, it's a bit of a shame that Ross MacDonald's work seems to have drifted into obscurity the fastest, though some of them have been reissued in the last few years.
For me, Lena's character is harder to write because of the level of detail and complexity of her life. She has a large multi-generational extended family (I maintain a growing genealogical chart), she does other things besides detective work, and, in the one that I am now working on, she has a love life (such as it is). She is involved in her community. Because Lena lives in a fictional American state, I have had to create maps as I go and imagine a bit of history.
Though, in true hard-boiled tradition, both Lena and Sam are somewhat alike. They are both comfortable in their own skins and in being on their own.
The two characters will meet eventually.