A Devil in the Dark by Elise Noble

When casino worker Wren Gillebrand goes missing, there’s no evidence of foul play, but her boss, Lucian Blane, knows just how evil humans can be. He is the Lord of the Underworld, after all. Together with Wren’s friend Vee, Blane sets out to solve the mystery and get his best blackjack dealer back where she belongs.
All Wren tried to do was help a friend, but now her life is in danger. With survival her only goal and uncertain who to trust, she does the only logical thing: she runs. But with a gang of monsters and the devil himself on her tail, there’s only so far a girl can get.

A Devil in the Dark is set in the real world with supernatural elements, aka magical realism. The story features plenty of humour and a morally grey hero, and can be read as a standalone—no cliffhanger!