Darkhaven by A.F.E Smith

Darkhaven
Ayla is the daughter of the recently murdered, shapechanging overlord of the city of Darkhaven, a complex labyrinth of tiers. Her half brother Myrren, a kind and honorable young man, didn't inherit the ability to shapechange into a splendid creature (phoenix, griffin, etc;), but Ayla did. When she's accused of murdering her father in creature form, she must rely on a disgraced swordsman named Tomas Caraway to keep her safe.
A subplot involving a female assassin named Sorrow and a mistress of the overlord is also woven into the narrative, as is noble Myrren's relationship with a priestess who was attacked by the mysterious monster who murdered Myrren's father.
It's a murder mystery set in a high fantasy world and the shapechanging mythology adds an element of the strange. I'm looking forward to the sequels that continue the story of these intriguing characters.