A Rebellious Lady — Gail Mallin

Desiree Fontaine wanted to visit Madrid to see her brother, Etienne, a captain in the French Army, but, deserted by her servants, who were afraid of guerrillas, she had to accept help from Rafael de Velasco. She found him deeply attractive, but dared not reveal her true identity, for France and Spain were at war.
Then came dreadful news, Etienne was dead, at the hands of the guerrillas. In her grief Desiree swore to find his killer, and gladly accepted Rafael's help until she learned that aristocratic Rafael led a double life.