Shadow Lady Vol 2

From the Dark Horse edition

When supernatural police officers come to take De-Mo back to the demon world for execution, Aimi/Shadow Lady agrees to take on a special mission in order to save her demonic pal. Aimi must help recover the Demon Stones that were stolen and released into the human world. But each stone contains an imprisoned arch-demon, making Aimi's mission as deadly as it is difficult. And if the secrets of the Demon World become known to the human world, De-Mo's life will be forfeit...and so will Aimi's!

Source: Anime News Network Encyclopedia