Paranormal: Woman digs herself out of her grave

Think it might be a YA novel because I read it about 10 years ago but it might be more. It opens with a woman digging herself out of presumably her grave. She wonders around with amnesia. She winds up at a shady business man's business. I think It's not said explicitly but it's hinted at that she's some big bad in the Paranormal world. He tries to get her to stay but she has the impression that they were not friendly? And leaves. There are shifters and possibly some romance. In the end she solves her own murder.

It also might be a triple book that was all in one when I read it. It's stayed with me for years! And I can never find it. Help please.