Chifuri

The war between gods and mankind had come to an end, but the demons that had been unleashed by the gods still roamed the lands and terrorized the people. To oppose the demons, humanity used the gods' magic to birth witches. The witches used magic far beyond human comprehension to annihilate the roaming demons, and humanity found hope in the witches. That joy lasted for but a moment. The lifespan of a witch is short, and at the end of their life they themselves transform into demons. As such, the witches are governed by state, and every day they fight demons in order to protect humanity. Thus a witch either dies in battle, or is disposed of before they can transform. TL;DR: yuri between a pair of demon fighting witches.

Yuri manga, taking place in a fictional Russia.