"What if you could live again and again, until you got it right? On a cold and snowy night in 1910, Ursula Todd is born to an English banker and his wife. She dies before she can draw her first breath. On that same cold and snowy night, Ursula Todd is born, lets out a lusty wail, and embarks upon a life that will be, to say the least, unusual. For as she grows, she also dies, repeatedly, in a variety of ways, while the young century marches on towards its second cataclysmic world war."
You might not want to start this until Martin finishes the series, given how long it was between the last books. Turns many of the standard fantasy cliches on their heads--lots of politics and warfare, while some sort of old evil is rising in the background.
Daisy is half-human and half-demon, as well as Hel's liaison between the eldritch and the humans in a small town. She's asked to help investigate an accidental death since magic seems to be involved. Pretty decent urban fantasy.