Unfortunately, there are not a lot of good English-language books on the Blood Purge itself; most accounts tend to be pop history-ish. There is a very good German-language book written by the journalist Heinz Höhne, Mordsache Röhm: Hitlers Durchbruch zur Alleinherrschaft 1933–1934. If you dig through some of the citations of Kershaw or Evans on the Purge, you'll usually find citations to Höhne's book. There is a very good recent book on the SA itself, Stormtroopers: A New History of Hitler's Brownshirts by Daniel Siemens, and its chapter on the Röhm affair is quite good. Eleanor Hancock's corpus of work is also quite useful for contextualizing the Purge, especially her biography of Röhm and articles like "'The Purge of the SA Reconsidered: 'An Old Putschist Trick"?".