By it's actual description, Monstress takes place in an alternate 1900s. For whatever reason it read to me as a high fantasy, post-apocalyptic fairy tale pulling on Asian folklore. I'll blame the alt-past vs far future on the gorgeously evolved alt-history and fantastical technology. It could easily be a far future after various rising and falling of civilizations, leading to the shambles of once great nations still fighting for survival and power.
Central to the story is a young woman with an unexplained bond to a monster, both of whom are simply seeking to survive in a world antagonistic to both.
Advance Reader Copy courtesy of Image Comics in exchange for an honest review; changes may exist between galley and the final edition.