Just a few points.
First of all, in the Iovara dialogue in the cave, your character remembers some of what actually happened in the past. Therefore Iovara preaching her "herecy" to you isn't comparable to the atheist vs Christian scenario because you already know (parts of) it. Also, she clearly says "I have no proof, but you can look in that room over there and see for yourself" which also annihilates this analogy.
For someone who really wants to keep his knowledge and purpose a secret, Thaos ix Arkannon chose a very interesting name for himself. Kudos to the writers, but the voice actors could have pronounced it differently. Calling him "theos" didn't help the story at all.
Earning the gods' blessings quests were indeed rushed. Too short and not developed enough.
If Thaos is no more and no one takes his place, what happens? Presumably he was the only one who knew enough to keep things running. You need to speak Engwithan to run the machines, no? I know it is revealed in the end that someone reactivated the machine in Defiance Bay, but it was also revealed that the Leaden Key is a highly centralized organization and that most members have no idea what's going on. Also, how do the Gods sustain themselves? Is there also some natural process that has nothing to do with the machines? Like people voluntarily giving their souls (or parts of them) to the gods through praying and devotion? Would then the Gods die if people stopped believing and/or no one maintained the machines? What of the six people who know the truth and were allowed to leave the place? Will the gods try to hunt them down? I'd have appreciated at least some hints, if not answers. I know a sequel might bring answers, but making the final choice, if you can call it that, would feel better if I had more information.