Well, I've been reading your story... I had to make a decision between the same two genres for my own story, which is a 50/50 mix of fantasy and love story (with thriller/action thrown in, which I'd say yours has too). I went with fantasy for mine because of the timing of when the story elements showed up. Romance takes a while to show up in my story. Fantasy shows up immediately. If someone starts reading my book expecting to start shipping on page three, they may think I misled them about the type of book they were getting. On the other hand, by the end of chapter one, a woman turned into a panther. No confusion there.
You also start with fantasy and action. So, I vote fantasy.