Alexia is in a "delicate condition" in more ways than one. When her husband, Lord Maccon, the werewolf pack leader, finds out that she is pregnant, he blows a gasket. You see, supernaturals, being undead, are not able to sire children, so he believes she must have been unfaithful to him. Never mind that Alexia is simply not that sort of person, it's "impossible", so he throws her out of his house, and she flees back to London. When the society pages catch a whiff of the scandal, her own family gives her the cold shoulder, Queen Victoria (ever the moralist) dismisses her from her council, and the vampires of the city place a bounty on her head. The vampires have had experience in the long past with what is generally considered to be unprecedented, and the child of a preternatural, soulless one like Alexia, and a supernatural, is a dangerous being to them.
Lord Akeldama, being Alexia's friend, leaves her a cryptic warning before exiting town, in pursuit of one of his drones who has been kidnapped by another "rove" vampire. The only people behaving sensibly in the situation seem to be Floote, Alexia's butler (inherited from her father), Lord Maccon's beta Professor Lyall, and the cross-dressing inventor, Madame Lefoux. Floote and Lafoux accompany Alexia as she flees from the vampires of the city, to her father's homeland, Italy.
They have some interesting encounters along the way, with Lefoux's fellow members of the Order of the Octopus, and the Templars, who hope to study Alexia and use her as a weapon in their centuries-long war against the supernaturals. She learns a few new things about her heritage, the nature of the child she is bearing, and about herself, too.
Good entertainment, indeed.