I've been looking for this series for a long time, I remember the overall series being called "The Dunhau Chronicles" or something similar. Details I remember:
There were two protagonists, the main one being a human woman, who may have been some sort of former military officer or cop, possibly just a diplomat. I think she was ~250 years old, which was possible through modern medicines.
The other one was a blue, furry alien who may have been a prince, or a former prince whose people had recently switched to democracy, he was a weak diplomat as his race had, unusually, descended from prey animals, rather than predators. There was a romance I think between him and the woman. His race's name was the series name- whatever word my memory has morphed into "Dunhau".
For reasons I don't quite remember, the two of them had to flee across space, picking up various allies as they went. At one point, they attended the wedding of I think the prince's allies or supporters at one point, which involved one woman marrying five men, as was the custom. It was a marriage that occurred late in the lives of the men, because the five men were "best friends" who refused to marry unless they could find a woman willing to marry all five of them, which took a while.
At one point, they all get captured by the bad guys, and in order to psychologically break the alien prince, the bad guy orders the woman to be raped in front of him. She manages to dodge this by pretending to be kind of into the idea and possibly throwing the guy against the wall or something? She basically undermines the psychological advantage and the whole thing gets cancelled before anything happens.
This is all I can really remember, if this sounds familiar to anyone please let me know!