Unknown Protector - Midworlder Angels, #1

Two things have helped Nicole cope since the murder of her husband. One is running her detective agency, and the other is her guardian angel, Mira. When Mira is killed by a demon, Nicole accepts the help of a Ridge, a long-haired, cigar-smoking diamond in the rough with wings. Things go from bad to worse when a replacement guardian cannot be found. She has to trust Ridge, which is tricky when she realizes there are no demons or angels, just parasitic aliens that humans have built the myths of these celestial beings around.
Ridge isn't an angel or a devil, but an alien half breed known as a Midworlder. He is also way too sexy for his own good.