Babylon Steel - Gaie Sebold

Thank to Zoss

Babylon Steel is an ex sword-for-hire who runs the Red Lantern, a high class brothel in Scalentine, city of many portals. When she has a few problems balancing the accounts and having enough ready cash to pay her taxes she takes on a missing person case from the mysterious Darask Fain against her better judgment. Along the way she runs into trouble from the prudish Vessels of Purity religion and the past she's tried to leave behind finally catches up with her.