Currently we only have 3 more deities left - The deity of Nature and Love, Ice and Beauty and Sky and Weather! For the sins however we have open - Envy, Pride, and Gluttony. And for the Horsemen there are still Death, War and Famine.
At some point once we get more members there will be more villains added. The current god of death aka Shridan is not seen as the evil one. He is at first but he and Astraeus; the god of life and the moon, have already kissed and made up. Literally. So! One plan I have is to make the mafia and maybe some gangs, they can go after the gods if they choose and other peoples ocs! Do remember though, you don't have to own a god, sin or horsemen. You can create your lovely own ocs! As everyone is important to the story in some manner.