Quicksilver (Fae & Alchemy Book 1) by Callie Hart

Do not touch the sword. Do not turn the key. Do not open the gate.
 
In the land of the unforgiving desert, there isn't much a girl wouldn't do for a glass of water.
 
Twenty-four-year-old Saeris Fane is good at keeping secrets. No one knows about the strange powers she possesses, or the fact that she has been picking pockets and stealing from the Undying Queen's reservoirs for as long as she can remember.
 
But a secret is like a knot. Sooner or later, it is bound to come undone.
 
When Saeris comes face-to-face with Death himself, she inadvertently reopens a gateway between realms and is transported to a land of ice and snow. The Fae have always been the stuff of myth, of legend, of nightmares...but it turns out they're real, and Saeris has landed herself right in the middle of a centuries-long conflict that might just get her killed.
 
The first of her kind to tread the frozen mountains of Yvelia in over a thousand years, Saeris mistakenly binds herself to Kingfisher, a handsome Fae warrior, who has secrets and nefarious agendas of his own. He will use her Alchemist's magic to protect his people, no matter what it costs him... or her.
 
Death has a name. It is Kingfisher of the Ajun Gate. His past is murky. His attitude stinks. And he's the only way Saeris is going to make it home.
 
Be careful of the deals you make, dear child. The devil is in the details...