My Favourites - Night Huntress World Series by Jeaniene Frost

From the New York Times bestselling author of the Night Huntress series comes a breathtaking new journey to the dark side of desire.
The night is not safe for mortals. Denise MacGregor knows all too well what lurks in the shadows—her best friend is half-vampire Cat Crawfield—and she has already lost more than the average human could bear. But her family's past is wrapped in secrets and shrouded in darkness—and a demon shapeshifter has marked Denise as prey. Now her survival depends on an immortal who lusts for a taste of her.
He is Spade, a powerful, mysterious vampire who has walked the earth for centuries and is now duty-bound to protect this endangered, alluring human—even if it means destroying his own kind. Denise may arouse his deepest hungers, but Spade knows he must fight his urge to have her as they face the nightmare together . . .
Because once the first crimson drop falls, they will both be lost.

 An immortal war has been brewing in the darkness . . .
And now one woman has stumbled into the shadows.
Chicago private investigator Kira Graceling should have just kept on walking. But her sense of duty refused to let her ignore the moans of pain coming from inside a warehouse just before dawn. Suddenly she finds herself in a world she's only imagined in her worst nightmares.
At the center is Mencheres, a breathtaking Master vampire who thought he'd seen it all. Then Kira appears—this fearless, beautiful . . . human who braved death to rescue him. Though he burns for her, keeping Kira in his world means risking her life. Yet sending her away is unthinkable.
But with danger closing in, Mencheres must choose either the woman he craves, or embracing the darkest magic to defeat an enemy bent on his eternal destruction.

NOTE: These 2 books must be read before the 4th book of the Night Huntress Series