Auctioned

He told himself he was only there to save her. 
She told herself she was no one's to break. 
One bid changed what either of them could pretend.

GUS
We were deep inside the network that buys and sells people like they're merchandise when they took her. The men who run these auctions had no idea who they'd put on the block—and I couldn't tell them without blowing everything. So I did the only thing I could. I bid. I bought her, walked her out, and brought her to a place where we could finish our investigation and she'd be safe. She's spent her whole life keeping everyone at arm's length, sure they'll let her down the second it counts. I'm about to prove her wrong.

MEROPE
The men who took me thought I was just another woman to sell. They had no idea who they'd grabbed. Then Gus bid on me and got me out without blowing the op. Now he's hidden me where no one will find me, while we keep the investigation going. I keep waiting for him to want something in return. He doesn't. He keeps me safe and asks for nothing—and that scares me more than the men who sold me.

The books in the Thorned Thistle series are all standalones that do not need to be read in order.