Bad Gods. Babylon Steel 1

You won't find a better brothel in Scalentine, the city of portals, than the Red Lantern. And its proprietor, Babylon Steel (ex-mercenary, ex-priestess, ex… lots of things), means to keep it that way. But she has bills to pay, and when the powerful Diplomatic Section hires her – off the books – to find a missing heiress, she has to take the job.