Depending on on how far back you need to go to be 'historical', I think one of the best authors I've read this last decade is Carlos Ruiz Zafon. Start with Shadows of the Wind. Most of his books are set around the Spanish civil war.
I also adore Georgette Heyer. And not all of her books are fluff. Some are really dark. Of those available in e I really like The Reluctant Widow and The Talisman Ring.
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