The Last Immortal by Natalie Gibson

I am Lady Ramillia Winmoore, daughter of the very late Earl of Brooksberry, or I was lifetimes ago. I am an immortal, and this is my story. Do what you will with it, but I must warn you: this tale is not for the faint of heart. Highborn Victorian Lady that I was, my life was one of violence and cruelty.
Lady Ramillia Winmoore has suffered gaps in her memory her entire life. This darkness has proven to be a blessing until the day she awakens strapped to an examination table at the West Freeman Asylum for Lunatics. Imprisoned for the gruesome murder of her parents, she is forced to endure years of torture until salvation arrives in the form of a benefactor named Sir Julian Lawrence. Betrothed to her through an arranged marriage, Julian helps her gain freedom.
But appearances are deceiving and soon Ramillia learns the cost she must pay. The horrors she encounters in his household are far worse than the asylum. When he inducts her into a society of bloodthirsty, cruel immortals, she is forced to join them and accept their way of life.
Armed with talents she doesn't know she has, Ramillia must break free of a prison she cannot see, kill an enemy who cannot die, and find a daughter who she cannot remember-all with the help of an ally she does not know.
In this chilling gaslight-era Gothic horror novel where paranormal powers are bred and collected, friends and foes are not always what they seem when immortality is at stake.