Quote Originally Posted by a1chemi View Post
Roy went to the southern lands, died there, and still was bound to the northern section of the afterlife. It didn't matter where he lived or worshipped, only where he was from.

We've seen nothing to indicate that you can change your afterlife destination aside from failing to live up to your alignment.
I think which pantheon you belong to depends on where you live and who you worship. Roy didn't live in Azure city when he died he happened to be visiting. A dwarf would need to move out actively disown there old home and old pantheon and claim another home and pantheon but in theory a bet which only one pantheon agreed to would not effect the property of another pantheon. You know unless the other pantheons actually agreed that Oden's pantheon gets full control of the all dwarf souls regardless of where they live and who they worship.