Shards of Sevia Series by E.B. Roshan

"Boris and Anna's first baby is due any day, but the thought of raising a child in the war-torn city of Dor fills Anna with dread. Because Boris is so focused on keeping his struggling business afloat, he brushes her fears aside. When White Horse gangsters attack his illegal employee, Boris's attempt to protect him puts his own family in danger. Will doing the right thing cost him more than he's willing to pay? Will Boris and Anna live to see their second anniversary?"