Venus Versus Virus has a gothic-lolita style, and is one of those series with episodic (although the last volume feels like it's developing a longer story arc) fight/purify the bad spirits of people who come to the main characters for help. They also work in a jewelry/antiques shop.

I'm not sure about what you put in the spoiler text would end up being not squicky, since I barely remember the scene you're referring to. The volumes are also a blur in my head. But I was referring to how the organization is male dominated but the claymores are female, grunt workers who're supposed to obey orders, and considered disposable; the nature of claymores; and later things about male and female Awakened Beings. The series takes those things, and takes the awesome route over the squicky one. The backstory is good, if doled out in between extended fight scenes.