Dennis L. McKiernan's Once Upon A... series?
The books in the series are:
- Once Upon a Winter's Night
- Once Upon a Summer Day
- Once Upon an Autumn Eve
- Once Upon a Spring Morn
- Once Upon a Dreadful Time
The series of books is about the lords of the four lands, each of which is ruled by a single ruler: Borel (winter), Celeste (spring), Alain (summer), Liaze (autumn). The viewpoint character in (at least) the first book is Camille, a mortal woman who is taken to be wife of Prince Alain.
In the final book the lord are uniting to battle a particular threat - there are definitely many deaths, but whether a singular murder is the trigger I admit I cannot recall.