Water Borne by Rachael Slate

She belongs to the sea
Sworn to the sun god Apollo, mermayde Essa is next in line to become his head Oracle, the Pythia. But when she crosses paths with the Wind Borne Nazrin, the truths about her world shatter. A winged male from a race adversarial to her own, the darkly alluring Nazrin is anything but her enemy–he’s her fated mate. And he’s everything she’s been warned against–mysterious, seductive, and tempting enough to make her challenge the gods.

He soars above the clouds
No one knows the consequences of a pact with Hades, Lord of the Underworld, like Nazrin does. The bewitching beauty Essa might be his mate, but a damning prophecy proclaimed she’s doomed to betray him, Halcyon, and the gods of the Underworld. When Hades threatened to eliminate Essa before the prophecy could be fulfilled, Nazrin traded his life for hers. Now, he’ll have to risk his future–and hers–to change her destiny.

Only their love can span the chasm between their worlds
When their loyalties draw a line between them, they’ll either have to surrender to being the pawns of the gods, or rise up and fight for their love, even if means defying the Fates themselves.