Divas Ex, by design, is a highly malleable game.
You could approach it either way and be successful. Or you could fail miserably. GM creativity and reflex is the major key. Do whatever makes you more excited.
Personally, I would set the game in an turn of the nineteenth century insane asylum.
Leave the gamers in the dark as to whether or not they are all ex-adventurers that have been driven insane by the very Gods they believe themselves to be, OR the actual Gods having been forced into the bipedal forms of humans by Cthulhu, himself, in an effort to study their newest enemies.
The details of how they interact on the mortal plane, and all the rest, can be worked out as you develop story lines. You can also leave them all wondering if their mass hallucinations are just that, or their actions are really affecting the universe. The map building becomes rudimentary: model the basic structure of the game map on the layout of the asylum...
This approach gives you a little more latitude in building your mythos-world, and has the added bonus of adding yet another level to an already multi-faceted game.
Finally, if you make a game in which you play a god with godly powers tongue-in-cheek, you end up with a game of TOON. Keep it as serious as possible. Unless, of course, you are playing gods named Mel Blanc and Walt Disney...(hmmmmmmmm........)
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