To add to the comments about Mildmay/labyrinths/whatever: it didn't strike me as magical either, although part of that is probably that Mélusine itself never really made sense to me in a mental-map sort of way. (This isn't a criticism; you were writing novels, not a travelogue.)

I have a very good sense of direction and carry mental maps around of the real world, and the feeling I got of Mélusine is that it is a large city, vaguely European-medieval, and good fucking luck trying to find a straight line or a direct path from one point to another, let alone making your way back again.

In other words, if you're a Lower City thief, and a good one, part of your job is being able to find your way in situations like that--not unlike labyrinths--and doing so quickly and confidently, even if you have no idea where you're going. Otherwise, someone outpaces you and you're dead.