You may want to check out the Urban Shaman series by C.E. Murphy. She has quite a bit of Celtic influence in the stories, as well as the Native American mythology that plays a VERY strong part in it.
Thing is, I have a very very high bar for Celtic-type fantasies because of having lived the first twenty years of my life in Ireland and hating, with a passion like unto a thousand exploding suns, certain kinds of twee romanticism that show up in a lot of Celtic-influenced fantasies, particularly by USAn authors; will keep an eye out, but it will be a wary one.
For what it's worth, the only Celtic-influenced fantasies I can think of that have actually worked for me are Ian McDonald's utterly excellent
King of Morning Queen of Day, and some recent Lisa Tuttle,
The Mysteries and to a lesser extent
The Silver Bough. And the Celtic gods in Poul Anderson's
The Broken Sword work right, it's not at all urban but it's a classic founding work of twentieth century fantasy that everyone should read.
Also, maybe a character that is actually in a different country than the U.S. or U.K.
There's a Liz Williams series with is a buddy-cop premise with one cop in a future Singapore and the other a demon from a complicatedly bureaucratic Chinese hell which I am currently looking out for the first volume of.
Also, though they are marketed as straight mysteries, you might want to look up Colin Cotterill's
The Coroner's Lunch and sequels, about an elderly doctor in Laos who becomes coroner in
the 1976 (IIRC) communist takeover and who has a peculiar relationship with the spirits of the dead that helps him solve crimes. Very funny and sweet in a peculiar way. Sweet without sentimental's a very difficult balance to get right.
What would you prefer to P.I.? Someone who just stumbles onto something because of natural curiosity?
Or someone with a backstory or family history that gets them entangled with whatever odd stuff is going on. Or someone working within a mortal organisation that has a stake in the supernatural world, like Bob Howard in Charlie Stross' Laundry books.