This series appears to be written by three authors: Jennifer Ashley, Robin T Popp and Joy Nash.
As per the author’s website:
For centuries they have walked among us–vampires, shape-shifters, the Celtic Sidhe, demons, and other magical beings. Their battle to reign supreme is constant, but one force holds them in check, a race of powerful warriors known as the IMMORTALS.
Jennifer Ashley goes on to say:
It involves five Immortal warriors who long ago were called upon to protect people from the forces of death-magic (vampires, demons, and other baddies). It’s been a long time since they were Called to save the world, and they’ve become bad boys, wiling away their time doing whatever they want. But now one of their number has gone rogue and a group of witches called the Circle of Light have to find them.