Okay, so I've been taxed in real life and its to the point where I'm not writing at all, so I'm going to cut the Gordian Knot and summarize.

All of the Anzillu/Kataru lore is good unto itself, but the next steps I'd recommend are:

(1) Integration of lore elements into a mythos.

Right now, you've got a frame in need of a painting. The frame has Howardian--entire civilization age destroyed leaving only lingering odd remnants--and Lovecraftian--beings beyond comprehension nudging up against squishy humans--stylings but is built of classic myth elements like chaoskampf and a self-destroying creator.

At some point, these elements need to actuate into proper stories. And in telling those stories you're going to find yourself inventing new details and complications that make the game world more interesting.

(2) Create an order to the supernatural.

So right now you're talking about the various beings-that-can-be-worshipped largely in terms of power when you should be talking in terms of their respective menus and how they interact with people and the world. Right now there's mention of spirits, small gods, big spirits that function like gods, boilerplate polytheist gods in a late Semitic mold (Kataru), and alien chaos demiurges that functioned as gods in the past but are now sealed (Anzillu).

But what do they do? Both for supplicants and just under their own power?

(3) Create a setting embedded understanding of "what a character would know" about any and all of this.

Admittedly, I'm affected by lived experience with polytheism and animism, but...what is the "normal" level of interaction with the supernatural? Because people who live in a world of spirits have taxonomies and lexicons of "this is normal" and "this is strange" and "this is truly outside expectation and we need specialists" because the spirit world is not seen as exceptional or separate...it's just there and knowing what's going on is like knowing the weather; a good idea.

On the other hand, 4th century is the world of Herodotus. There's travel and knowledge exchange but there's also speculation and rumor that inflates the farther you get from the speculator's home region. The stories about Persia--a place that's far away but there's a bunch of interaction with--at least sound feasible, but at the same time there's flying snakes in cinnamon groves and pygmies fighting storks.

What I don't get from provided material is any sense of what an Average Person would know about gods, the supernatural, etc...and in turn, how the supernatural would impact player and nonplayer characters. Given that a thing you've emphasized repeatedly is how there's remnants of a strange, product-of-Anzillu-whim world civilization (including magic cities and maybe some of the non-humans), establishing "normal weird" versus "weird weird" is kind of important.

Which makes me circle back around to story-telling as opposing to worldbuilding. The supernatural has bones, now it needs muscles and skin.