Lilith's castle - Gill Alderman

In this sequel to The Memory Palace, fantasy crosses over to the real world as the Malthassan Archmage Koschei Corbillion becomes Guy Parados, his creator.

When the magician Koschei escaped through the mind of his creator Guy Parados into the world where he is fiction, he became Guy Parados. And Parados became the Red Horse in the land of Malthassa. his own invention, he believed. But Malthassa has deeper roots, as deep as hell, and it is there the Red Horse must go.

Gry's father passed along the road to the Palace of Shadows where Asmodeus rules, King of the Lightless Garden. Pursued by the shaman Aza and riding the Red Horse, Gry must follow the same road, though it is the road to hell.

From hell all other places are accessible: this is a reason to go there, the only one not steeped in madness. But it is not Gry's reason. Gry is only running from home, riding the Red Horse which was once her father's horse - not a woman's. And surely she is mad, for the Red Horse talks to her.

At the Fortress of Lilith the two worlds will meet, and between the two walk the Gypsies.