By Simon Kurt Unsworth
Yes. Detective novel set in Hell. Yup. The protagonist, Fool, is an interesting character. The story is yukky at times, but perpetually engaging. The mystery is slowly and satisfyingly unravelled.
I've read the first two books in the series now. It took me a bit of time to get into them because they weren't exactly what I was expecting, but now I'm enjoying them immensely.