I can think of one: A study in honor, by Claire O'Dell. Near future scifi from a USA in (under? what's the right word here?) civil war. The protagonist is captain Janet Idara Watson. Her room mate, the brilliant detective Sara Holmes, is aro-ace. (I bought it because the Holmes/Watson variant tempted me, but I think the book would have worked better without it. But it was still good, well worth reading.)
One of the first books in Seanan McGuire's Wayward Children series has an ace (but, I think?, not aro) protagonist. The ones I've read are crime/thriller/horror-ish. Also very good -- it's a series about those kids who come back from Narnia/Wonderland/Oz/etc, and how they deal with being back in our mundane world where noone believes or understands them.
And in T.Kingfisher's A sorceress comes to call, the protagonist is completely uninterested in sex and romance, but that may be because she's 14 (might be a late bloomer) and trying to deal with her abusive evil sorceress mother. That one is also crime/thriller/horror-ish. Strongly recommended, I missed a bus stop while reading it, and it's been a while since that happened
Minor spoiler about something that might make some readers want to avoid it: