Like the previous four volumes, both the Captive and the Fugitive are a delight. The Fugitive much more so than the Captive, in my opinion.
The Captive opens with Albertine moving into Marcel's Parisian home. His parents are conveniently absent. There's a lot to love about this volume, and I especially loved the scene when M. and Albertine are passing through the streets with all the sounds of vendors in the air - the way Proust brings to life that atmosphere really impressed me, and I felt very much in that moment to be in that street as well. Much of the fifth volume is M.'s obsessive jealousy for Albertine. Like, he pretty much is convinced she's a lesbian, and he just constantly backs himself into an "is she? isn't she?" corner over and over, which became cloying after a while.
Finally in the Fugitive, Albertine is put permanently to rest for the real world, and we see the slow but eventual stages of grief and oblivion in M. - which was very, very well done. We also hear back from poor M. de Charlus who is pretty heartbroken about how Morel called him a dirty old man for ruining his sweet sixteen (or something like that).