The character Sharpe is protected under IP law (dunno if he's been registered as a trademark, off-hand, but he would almost certainly be considered an unregistered trademark). The characters "Jesus Christ," "Mary Magdalene," "assorted Merovingians" etc., are clearly in the public domain.

To my mind, the Holy Blood lot shot themselves in the foot by claiming their turgid old potboiler was a serious piece of historical research. Had they published it as fiction, they'd have a stronger case now....