I think I know by now what evil really is
I am evidently not the target audience for Tim Powers' Hide Me Among the Graves (2012), which
rushthatspeaks has been reading and describing to me; I think that if one of your central characters is vampire John Polidori, people should always be asking him if he got it from Lord Byron and he should be so tired of having to tell them ("Byron wasn't even a vampire, damn it!") no.

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(Andrew's also a Catholic, so I guess he's more willing to accept evil but less willing to commit it, because the Heaven he believes in doesn't have to happen on earth for him to be happy with it. He's flexible in a way she's not, so he doesn't get quite as broken.)
Then again, there's also the sheer scope and weirdness of the djinni-angels. Powers is really good at making it clear that something is going on, invisible and terrifying, without ever having to directly depict it. He's the king of turning domestic details inside out.
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This sounds like a direct literary ancestor of Ian Tregillis' Milkweed trilogy.
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I also very much admired the one with the body-hopping card game, set in Las Vegas, not least because Bugsy Siegel is a character...Last Call. I have a copy of Medusa's Web that I intend to read soon, too.