The Ourborous Cycle series by G. D. Falksen
 

Book I: A Monster's Coming of Age Story

Book II: A Cautionary Tale for Young Vampires

Book III: (Will edit in name shortly)
This series has a it all. A protagonist we can all fall identify with, as in the very first chapter she is at a ball, and wishing she had a book to read instead of having to be entertaining 'Society'.

Lots of darkness. Violence. Murder. Mystery. Cults. Vampires. Ghosts. A decent Period setting. Love. Wit.

How can one NOT love these books?

This sounds like an interesting series, I think I'll check it out.