The Legions of Fire (Books of the Elements Series #1) by David Drake

In this novel of magical menace to the survival of all humanity, David Drake introduces a new fantasy world, Carce, based on Europe during the later Roman Empire.

Far in the north, a group of magicians perform a strange dance on a volcanic island intended to open a gateway for supernatural creatures that will allow them to devastate the whole Earth and destroy all life. Two young men, Corylus and Varus, and two women, Hedia and Alphena, separately pursue the answer to mysterious happenings in Carce, the center of civilization. Through magical voyages in other realities where fantastic creatures, and even gods, help or hinder them, each of them must succeed or the world will end in fire.

The Legions of Fire is the first of a fantasy quartet set in the world of the city of Carce.