The Edge of Everything by Jeff Giles

The Edge of Everything
Zoe lives in Montana with her mother and her little brother, Jonah, in an isolated place, and it's winter. Zoe lost her father in a caving accident. One night, searching for her little brother, she crosses paths with a murderer and is saved by a superhuman young man she calls X. X is from the Lowlands, basically Hell, and is a bounty hunter tasked to bring evildoers to justice. Life gets complicated when the cruel lords of the Lowlands become jealous of X's freedom and his and Zoe's budding love.
I loved Zoe and the relationship she has with her little brother. X's relationship with a terrifying mother figure from the Lowlands was also exceptional. The characters and the weirdness of the story made this dark fantasy for me.