There are definitely similarities between Helen ("The Snows of Kilimanjaro") and Margot ("The Short Happy Life of Francis Macomber"). Both women are with men who don't truly love them. Margot and Francis were stuck with each other, each too old to find someone new. They had nearly split up multiple times, but "they always made up."
Margot was too beautiful for Macomber to divorce her and Macomber had too much money for Margot ever to leave him.
After Francis's cowardly encounter with the lion, Margot could never look at him without contempt again. From their superficial marriage and Francis cowering in the face of the lion, Margot had her mind made up. Margot then sleeps with Wilson and, in the end, perhaps shoots Francis on purpose. It is hard to find a lot of redeeming things to say about Margot. With Helen, readers would probably be more sympathetic.
In "The Snows," Harry did not have to marry Helen. He could have kept on going with his active, adventurous life. But he decided to be comfortable and married a woman, Helen, with money. This makes him similar to Margot in that respect. And it seems that he, like Margot, has come to resent Helen (as Margot resents Francis). While we might fault Francis for backing down from the lion (maybe an unfair criticism), we can't really fault Helen at all. So, she does differ from Margot. Since Harry chose to marry her it is his fault if he finds himself unhappy with how his life turned out. In his dying days, he is rude to her and takes out his frustrations on her. Margot betrays Francis. Helen stays by Harry's side no matter how rude he becomes.
Hemingway does paint Helen in a more sympathetic light than Margot for these obvious reasons. Harry's treatment of Helen is understandable because he is dying and regretting the last phase of his lfe with her. But Harry's treatment of Helen is unjustifiable because he chose to be with her and she had simply tried to make life comfortable with him (this is what she thought he wanted):
It was always yours as much as mine. I left everything and I went wherever you wanted to go and I've done what you wanted to do. But I wish we'd never come here.