Coldest Fire by Juliette Cross

Archangel Uriel is hell bent on revenge on the demon prince Vladek. To get into the prince’s impenetrable fortress, he’ll have to fight in the pits of the underworld. And he’ll need the help of the last person he can trust –– the demon witch Nadya.
There is no way Nadya, who spends her days taking care of others, expected to find Uriel on her doorstep. He seems no happier about being there than she does. But helping him means evening the scales against her backstabbing sister, and she’ll do whatever it takes to make that bitch pay.
Using the fight pit circuits in the demon underworld, Nadya helps Uriel combat his way to the arena at the castle in Russia. Only she isn’t what she seems. As a matter of fact, she may hold the key to his redemption…and to his heart.