Well this series isn't actually based on the time inbetween the Clone Wars and A New Hope, (well okay, it kinda is, but you know what I mean
) It is set after Attack of the Clones and before Revenge of the Sith. So you know what eventually is going to happen, but this is more about revealling the day to day details of the Clone Wars (which kinda got skipped in the movies with AOTC featuring the first battle, and ROTS the last) rather than dealing with Anakin's fall to the Dark Side which is dealt with in the movies.
As far as Asoka is concerned since she doesn't appear in ROTS it is safe to say that at some point in the series she is going to come to a sticky end, so it will be interesting to see how they deal with that.
And regarding a series that will fill the gap between the ROTS and ANH, the new live action Star Wars series is said to be dealing with tales set in that mostly uncharted era.