We might be operating on different paradigms.

My understanding is that the closest things to the Chaos Gods in Marvel/DC would be things like the Endless or the Cosmic Beings who are a teensy bit above Alex's pay grade.

There's also the fact that Nurgle's powers are the kind of thing that can get past Alex's normal defenses...

And That Alex is sort of used to just easily overpowering the problem meaning she might not be judging the situation fairly.

she has a perk that keeps her well-adjusted, but plenty of well-adjusted people can still be traumatized or have skewed perspectives.