Penance by Debra Dunbar

Uriel has awoken into a nightmare, unable to remember who or what she is. She and eight other women are captives of human traffickers, to be prettied-up and sold to the highest bidder. Besides the guards, there’s a woman, a demon, who is supposed to make each of them gorgeous, and provide a sexually charged atmosphere at the auction.
They’ve got five days to escape. Five days for Uriel to save these women—and five days for her to save the demon she’s beginning to think is just as much of a captive as they are.
Because saving them all is the only way she can atone for…something‑ atone, and win forgiveness for a past she can’t remember.