I feel entitled to say that the latest film with Harbour in the title role was a lot more faithful to the original comics. I'm also an enormous Del Toro fan, though. Del Toro's got a visual "richness" to his sets which doesn't line up with Mike Mignola's often sparse and minimalist art (of which I'm also a giant fan; I got into Hellboy because of the art).
The bigger problem with the Harbour film is that it just tries to do way too damn much. If you're familiar with the stories from the comics, it's actually a pretty good ride, but if you aren't, it's all coming at you way too fast for most people to keep up, and too many little bits are dropped to make it a rough ride.
Compare to Hellboy II, which was an original story by Del Toro that had no analogue in the comics whatsoever, but still "fit" with the characterizations that made the first film such a success.
It sure wasn't David Harbour's take on Hellboy that was the problem. I still prefer Perlman, but I love both actors and without Perlman's take, Harbour's would've been considered great, despite the rest of the film.
Novels, graphic or otherwise, are each different media. And television/film is yet another medium. There are gonna be changes in any adaptation. What works in text or in a flat, static panel does not necessarily translate directly to moving film pictures.
You can also get adaptations like Blade Runner, adapting Philip K. Dick's Do Androids Dream of Electric Sheep; Blade Runner only bears the vaguest of semblances to the original. The rough notes are there; Rick Deckard, bounty hunter, hunting organic androids to retire them, questioning if he's an android himself and what the difference would be. Pretty much most of the rest is wildly divergent, in ways that allow both book and film to be classics in their own rights.