Demon's Secrets by Nathalie Gray
Cain (of Cain and Abel) steals secrets from the souls of the dying for his keeper in Hell. Secrets can be used to buy souls and are in high demand. Because of this, other keepers have their own spawn who are on the hunt for secrets. One of them is Bethany who Cain finds himself drawn to, so much so that he is willing to die again for her knowing only the most heinous of tortures await him if he returns without the secrets. This one was pretty good.