SOLVED. Modern day muses living in walled city called Elysia or Elysium

[Heather]

The women are part of a special group protected inside a walled city and watched over by a special board. Outside the walled city is another city that has what are essentially vampires as well as regular humans living in it. One of the vampires gets rid of supernatural pests in both the walled city (under strict supervision) and outside the city, as well as owning a night club. The muse are forbidden to go into his part of the city, but one does anyway, and ends up marrying him in the first book. In the second book, one of her fellow muses ends up marrying an angel who's a friend of the vampire. There may be more of the books, but those were the only two the library had of the series. I read them within the last 10 years. Both paperback, but can't remember the covers, except the one may be blue with a fancy gate and a blonde woman on it, and is named after the city the muses live in.

[Heather]

I dug around a little more, using what I remembered, and found it.
All That Bleeds