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The Sharing Knife Tetralogy by Lois McMaster Bujold.
(Beguilement, Legacy, Passage, Horizon)
I think it ticks all your boxes.
Note that it's really two books split into four for length. The first two are one story, and the next two are another story. Don't feel cheated at the end of Beguilement - it's not intended to be stand-alone.
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