Well, "set in the UK" may be the easiest way out for this one ... but it turns out nothing is beneath me as an excuse for reading the latest entry in Joy Ellis's Jackman & Evans series!
(Also, while this book doesn't precisely involve "fancy dress" in the sense of masqued balls and costumes, it does involve some pretty fancy clothing.)
(Task: Read a book set in the UK, a political thriller, a book involving any monarchy or revolution, a book about arson or related to fires and burning, a book whose plot involves costumes / fancy dress, or that has masks on the cover, or that is self-published.)