Tonight, I Burn (The Witches of Halstett Book 1) by Katharine J. Adams

A thorn witch with the power to walk between the realms of Life and Death finds herself at the center of a magical rebellion—and a dangerous romance—that could destroy her coven and her soul in this dark and decadent debut. 
 
Thorns, Tides, Embers, Storms, and Ores. All five covens are bound in servitude to the tyrant High Warden of Halstett. 

Penny Albright is a daughter of the thorn coven, forced to patrol the veil between the realms of Life and Death. Each night, one thorn witch—and only one—must cross the veil by burning at the stake. Each morning, that witch draws on their magic to return. Failure to follow the rules risks the veil and risks them all.

But one morning, Penny's favorite sister Ella doesn't return. And that night, determined to find her, Penny breaks the rules. She burns in secret. And she discovers that all isn’t as it seems in Life or Death. 
 
Her journey leads her to Malin, a devastating lord with too many secrets; to Alice, a mysterious captive prophet; and to a rebellion brewing in the shadows beneath the city. And as Penny's world splits, she’ll face a devastating choice. Because it’s not just her sister’s life that hangs in the balance. It’s the fate of all magic. 

All it takes is one witch—and one spark—to set the world ablaze.