The Veronica Speedwell mystery series by Deanna Raybourn.
There are four books out of five and the audio books are extremely well-narrated. The books are entertaining and very well-written.
Blurb for book 1: London, 1887. As the city prepares to celebrate Queen Victoria's golden jubilee, Veronica Speedwell is marking a milestone of her own. After burying her spinster aunt, the orphaned Veronica is free to resume her world travels in pursuit of scientific inquiry-and the occasional romantic dalliance. As familiar with hunting butterflies as she is fending off admirers, Veronica wields her butterfly net and a sharpened hatpin with equal aplomb, and with her last connection to England now gone, she intends to embark upon the journey of a lifetime.
But fate has other plans, as Veronica discovers when she thwarts her own abduction with the help of an enigmatic German baron with ties to her mysterious past. Promising to reveal in time what he knows of the plot against her, the baron offers her temporary sanctuary in the care of his friend Stoker-a reclusive natural historian as intriguing as he is bad-tempered. But before the baron can deliver on his tantalizing vow to reveal the secrets he has concealed for decades, he is found murdered. Suddenly Veronica and Stoker are forced to go on the run from an elusive assailant, wary partners in search of the villainous truth.
I much prefer Veronica Speedwell to Lady Julia Grey as a character and a series - although you do have to get over the rather intricate descriptions of Lepidopterology... I really enjoy the dynamic between Veronica and Stoker and recommend listening/reading them.