How can I create engaging and balanced combat encounters for my players without the combat ending up being one guy against a small battalion? Additionally, there is not really anything else the OP warrior guy can do, because he has only allocated experience points into killing and not getting killed I sort f feel I 'have to' create crazy combat situations for there to be any point in him showing up at all.

Now, I do not want to kill the guy, however there is no real consequence for the PCs commiting tons of crimes (including breaking into the mayor's house, robbing him, binding and beating him, as well as forcing wine down his wife's throat, effectively giving her alcohol poisoning), because they can always rely on their own Sandor Clegane to fight their way out of it. Thus when I create combat encounters meant to pose a challenge to the group, they become quite drawn-out and even boring, seeing as all the party members are knocked unconcious quite early on, except the super-soldier who ends up standing there with 1hp and blood up to his elbows. However, they do have one competent warrior in their midst in fact, he is so competent that he survives even those encountered designed specifically to outmatch the group (that is to say: when a group of guards led by a skilled knight attempted to arrest them for stirring up a great amount of trouble). They are decent at best, with most of their points put into the more social- or utility-oriented skills.

Most of the party members are not terribly skilled fighters. I am GM'ing an A Song of Ice and Fire Roleplaying campaign for a handful of friends, and though my group appears to have fun most of the time, the sessions have become more or less the same: the group investigates dodgy happenings and uncovers vague clues of crime and conspiracy here and there, they make some risky or even unwise choices, they get in trouble, and they try to fight their way out.

Halt right there criminal scum