Published by Pocket Books/Simon & Schuster, I discovered this series completely by accident while reading this:
In which fantasy author Jim Hines recreates some book cover poses to great effect, both critical and humorous. He included one of the earlier entries in this series as an example of a believable pose that depicted a strong heroine.
I consumed the first three in rapid succession and then made an effort to remember to keep an eye out for further entries in the series. As usual, don't start here. Like Ilona Andrews, Gay is writing in a near future/alternative Atlanta, in this case after a scientist opens portals to two other worlds, one which served as the model for "Heaven" and you can guess the rest (so shades of Wen Spencer here, too).
Charlie Madigan is a Detective, only she's been subjected to a series of experiments and such like so that now she's not quite human herself. Her partner, Hank, isn't human at all. And at the beginning of this book, he's been taken back to the Elysian city of Fallion, which he escaped from only with great difficulty and high cost to himself (and, it turns out, his family). There, he has supposedly been executed, but Charlie and a companion go anyway because they don't think he's really Dead Dead. Also, Charlie and Hank haven't had sex yet.
The jinn Rex in Charlie's ex-husband's body continues to amuse in a low-key way, as do Emma and the hellhound Brim. Pen, the Druid King, has a marginally larger role, but it's mostly Charlie and her traveling companion, Hank/Nierian and the Evil Three. Charlie continues to be, er, haunted by Death, but that storyline is actually resolved (altho the First One still hasn't risen, and it turns out if she does there's going to be trouble).
An enjoyable outing with a satisfactory ending, however, I anticipate future entries and look forward to them.