I had borrowed two books from a friend of mine by one Harry Connelly, part of the Twenty Palaces series. The Twenty Palaces series was cancelled after three books, and the author put out an ebook prequel as well. That means that I've only read half of it, but I've read all that I have immediate access to and I might not continue for a while, so I figured now is a good time to review the Child of Fire and the Game of Cages.
See, there's a narrative structure and expected outcome of sorts in a fantasy series. The heroes are meant to be "heroes" (or sometimes anti-heroes) and to some extent they are expected to "save the day." There's a payoff expected at the end of the novel, a satisfying conclusion. And, fantasy readers also expect to be at least a little indulged (usually subtly rather than in information dumps, which is almost uniformly condemned as bad writing) in terms of some setting description. Even in the setting of the real world, urban fantasy has monsters and magic, and a series like the Dresden Files spends some time explaining the nature of that. And, that's something that fantasy fans want and desire, and definately feel a lack if it's not done.
And that's where I think Harry Connelly does not really write urban fantasy, even though his books are marketed and sold as such (and even have the same cover artist as the Dresden books.) These books are much darker. Ray Lilly doesn't really "save the day" at all. He barely limps by to maybe a Pyrrhic, depressing victory of sorts. Maybe. He also doesn't ever really know very much about the nature of magic or monsters, and those who do, won't tell him anything, so we as readers never really learn much either.
The fact that the books have been packaged and promoted as sorta Dresden Files esque in nature is a problem, because they're really not, and people who come looking for more fiction in that same vein are likely to be disappointed in these books. If you look at it as more of... I dunno, a modernized Yog-Sothothery pastiche of sorts, on the other hand, may find them quite delightful.
Of course, you still have to deal with the fact that Ray Lily isn't the most engaging point of view character I've ever read, and he has very little chemistry or relationship even at all with any other character, making for a surprisingly impersonal read at times.