I remember reading a book where fantasy creatures were very common and most could shapehift to a human form and to some other form, though they were in human form most of the time. The protagonist is known to be a very rare creature and has to run away from basically everyone and everything. In the beginning someone blackmails her into stealing something from a dragon who rules the city and the surrounding land. He is basically one of the leaders in that society and every leader controls a part of the land, though I can't remember what creatures the other leaders were.
As everyone knows dragons have a pretty good memory about what is in their treasure vault and don't really like when people steal stuff from them. Especially not if they are supposed to be one of the mightiest creatures in the world. Therefore he goes on a search for her.
Once he finds here they quickly fall in love and after some time she starts living in his "house", which is basically a gigantic tower where all his employees are living and training and trying to expand their territory.
His employees and close friends were all kinds of fantasy creatures. I can't remember exactly what creatures were present, but to give you an idea of what would be potentially present in the tower:
The empire of the dragon was basically for all creatures that could somehow shapeshift. Other empires were often made up of one type of creature, probably elves as an example.
In the end there is a big fight against someone evil trying to kill the protagonists to gain power/wealth/influence/... and it is shown for the first time that she is a unicorn. A small unicorn. Something sized like a pony for some reason.
I've read the book maybe 4 years ago in German and it was not very old at that point. I am pretty sure that it was the start of a series and the other books were not supposed to focus on her and the dragon, but on their friends, like the Harpy and the Griffin or something like that. Each book was supposed to be about one couple.
I have only read the first book of that series. Can you help me remember what the name of the book was?