[TOMT] [BOOK] A fantasy book where Earth is destroyed and some people travel to a fantasy world

This is a really long shot because I recall it was kind of an obscure book, but it's about some humans who travel to a fantasy world after earth is destroyed in a war between gods. Earth's gods like Osiris and Satan fight but lose. One of the main characters becomes an arena fighter and works his way up, the bad guy-sorta main character falls in love with a tavern wench, a war god dies and gets replaced by his dog who becomes war god, and that's most of what I remember.