Insights into the Next Realm

This book is (hopefully) the first in a series about four magical women and their lives in an alternate dimension called the Nether Realm. It is a mirror image of our realm but houses magical creatures. Anyway, in this particular book, there are some brutal murders being taken place by shadow demons. As the authorities are frantically trying to stop this invasion, they are overwhelmed and can't do much. So, in turn, these four protagonists have to take matters into their own hands.