The Crow Games by S. L. Prater

Defy the gods. Win the games. Trust no one with your heart.

Maven is going to make the gods pay for killing her little sister. But when her desperate plan backfires, the avenging witch is captured by Death himself. Her sentence: she must compete in the Crow Games for the amusement of the divines.
Those forced to participate are trapped on a train which travels through a gritty, gaslit Otherworld. Each stop is a new trial and means certain death for those who don’t make it to the next platform in time. But Maven is not the only vengeful witch on board. Soon she and her new coven of misfits hatch a greater plan: break out of the Otherworld and beat Death at his own game.
Not all her allies are what they seem, however. The greatest mystery of them all is Asher, the menacing reaper who wears his secrets like a cloak. Maven shouldn’t trust a man who might be a spy for the vindictive gods, but she’s the only one his touch doesn’t harm. And the more she sees of the poet’s heart beneath his dangerous exterior, the more she suspects that Asher might be her fiercest ally … or her downfall.