I remember that guy who did some minor parts in Hollywood (and also did some side work as a camera operator), was told he had no future in the business, became a carpenter to pay his bills, did some carpentry work for a minor producer who got him a minor role in some fledgling director's second (and first successful) film, said director liked him enough to hire him to read lines for his third film's castings, and since he turned out to be more charismatic than the guys who were actually auditioning ended giving him one of the main roles in said film... which turned on to be one of the most successful films of all time (mostly thanks to said director realising the power of merchandising). That carpenter went on to have a pretty good acting career in Hollywood after that, it turns out; he's still working now at over eighty years old.
That probably wouldn't happen these days, and Hollywood is the poorer for it.
I'm pretty certain gods in Sandman work like in American Gods or Discworld, i.e., they're created by people believing in them (and die when people stop believing). See for instance Bast, who's surviving on a handful of old believers, if I recall correctly.
(That said I haven't seen season 2 of the adaptation, so maybe they changed it from the books and you're referencing that..?)