The Shattered Sylph — L.J. McDonald

SHATTERED
Kidnapped by slavers, Lizzie Petrule was dragged in chains across the Great Sea to the corrupt empire of Meridal. There, beneath a floating citadel and an ocean of golden sand, lies a pleasure den for gladiators -- and a prison for the maidens forced to slake their carnal thirst.

Despite impossible odds, against imponderable magic, three men have vowed Lizzie's return: Justin, her suitor; Leon, her father; and Ril, the shape-shifting but war-weary battler. Together, this broken band can save her, but only with a word that must remain unsaid, a foe that is a friend, and a betrayal that is, at heart, an act of love.