His Dark Materials Series 3 Lyra and Her Death

Lyra is an orphan who lives in a parallel universe in which science, theology and magic are entwined. Her search for a kidnapped friend uncovers a sinister plot involving stolen children and turns into a quest to understand a mysterious phenomenon called Dust. She is later joined on her journey by Will, a boy who possesses a knife that can cut windows between worlds. As she learns the truth about her parents and her prophesied destiny, the two young people are caught up in a war against celestial powers that ranges across many worlds.