Your description of the Shaw book captures the distinction between "urban fantasy" and "paranormal romance," an ever-moving line or (better) fuzzy set.
Another Venn diagram could be drawn for readers of cozy mysteries, fantasy, urban fantasy, and paranormal romance. The members of my book club, "The Usual Suspects," range from "never touch fantasy" to "reads all of the above." Then there are the ones who will accept ONE bit of the fantastic, such as a skeleton as a main character, but no other fantasy.