Fantasy/Epic fantasy:hero(who is a prisoner) tells the demon(who can shapeshift) who has imprisoned him his life story

[Prathamesh]

The starting setting is that our hero is imprisoned and is about to be executed(not sure). His guard is a demon who apparently knows him/has been with him for a while. The demon shape shifts into a woman who the hero loves(I think). Then the hero tells the woman his story. The hero in his childhood was living with his father in a brothel. The owner of the brothel was apparently like his adopted mother. The father was a singer(I think)...he and the hero used to sing together?(really not sure about this last part).These are the first few chapters....I don't remember the rest.....I left this book about halfway and now want to reread....