Warbound by Larry Correia.
Here is the description from Amazon:
Gritty urban fantasy adventure set in an alternate noir 1930s, Book Three in the Grimnoir chronicles.
Only a handful of people in the world know that mankind’s magic comes
from a living creature, and it is a refugee from another universe. The
Power showed up here in the 1850s because it was running from something.
Now it is 1933, and the Power’s hiding place has been discovered by a
It is a predator that eats magic and leaves destroyed worlds in its wake. Earth is next.
Former private eye, Jake Sullivan, knows the score. The problem is
hardly anyone believes him. The world’s most capable Active, Faye
Vierra, could back him up, but she is hiding from the forces that think
she is too dangerous to let live. So Jake has put together a ragtag crew
of airship pirates and Grimnoir knights, and set out on a suicide
mission to stop the predator before it is too late.
--I love this series.