Forsaken By Shadow (Mirus, #1.1)

Cade Shepherd is on top of the world as this year's Ultimate Fighting Champion. He doesn't even remember his life as Gage Dempsey, a Shadow Walker with the ability to magically transport himself from shadow to shadow. In fact, he can't remember anything before waking up in a cheap motel room ten years ago with mysterious burns on his hands--not even the woman he almost died for.

Embry Hollister has picked up the pieces of her life, learned to control her ability to generate flame, and now works an enforcer for the Council of Races. But when her father is captured by the human military and the Council refuses mount a rescue mission, Embry has no choice but to go rogue. All she has to is find the man with the new name and new life who was completely wronged by her people, give him back the memories they stole, convince him to join her on what's probably a suicide mission, and hope that after ten years of living as a regular guy he still remembers what her father taught him.

And after that, she just has to leave him. Again.