Nightwind Series by Karina Halle

Princess Maren is a woman with a secret.

When she was just 16-years old, she sold her soul to the sea witch Edonia, giving up a life underwater in exchange for the love of Prince Aerik on land. But after a decade of abuse and misery inflicted by the cruel prince, Maren wants nothing more than to leave him and her royal role behind and find Edonia to reverse the spell.

An opportunity for escape presents itself when the prince and princess are traveling overseas and are taken hostage by a band of notorious pirates, led by the fearsome Captain Ramsay "Bones" Battista. Maren has heard the sordid stories about the infamous pirate--not only is his ship supposedly haunted and crewed by the damned, but that no prisoners ever survive. Fortunately for Maren, she learns that the captain also has a score to settle with the sea witch. With any luck, Maren may be able to get her old life back, even if it's being held in the captain's wicked hands.

But Ramsay gets more than he bargained for when he learns who--and what--Maren is, and that her appetite for revenge, freedom, and bloodlust rivals his.

Meanwhile Maren finds herself falling for the pirate's dark nature, even as she discovers that Ramsay has a secret more deadly than her own.