No One's Gonna Take Her Soul Away - Amanda B. Weaver

Sapphira Gail is dead.

What's worse, she's in Pandemonia, cast down to the worst part of this hellscape by a terrifying, mercurial goddess who determines the fate of every being. Sapphira knows she doesn't belong in Pandemonia. So she plans to escape, confront the goddess, and return across the veil, back to the land of the living, to find the person responsible for her death. 

But the journey is treacherous - Sapphira must travel the Path of the Damned, following it through every part of Pandemonia to make it to the goddess's seat of power. Along the way, she meets an irritable yet caring vampire whose touch soothes Sapphira's broken heart, a charismatic werewolf nursing a betrayal similar to Sapphira's, and a melancholic demon determined to get her freedom by any means necessary. 

Though she recruits them as allies on her quest for retribution, this is Pandemonia after all- can any of them truly be trusted? And will Sapphira escape or will she remain tortured for all eternity?