A female character with supernatural powers starts off working for a criminal gang with other powers. She is captured and sent to work for supernatural creatures who have blackmailed the government to give them human slaves. Her master is involved in a power struggle between the supernatural beings. There are some other supernatural things that everyone is scared of. I think it's a series.
One possible answer is The Bone Season, by Samantha Shannon.
It's set a couple of hundred years in the future, and the UK (at least; possibly the world) has been conquered by powerful beings called Rephaim. Psychic powers are common and tightly controlled - the protagonist is Paige, who is a clairvoyant, working with and protected by an organised crime ring.
Unfortunately for her, she's captured and sent to the Rephaim headquarters; there she learns some truths about her world, including that the Rephaim claim to be there to protect humans from another species, called the Emim. There are also innumerable power struggles among the Rephaim.
It's the first book of a projected seven book series.