Just watched “Legion” (I’ve read the comics), give me some novels with reality bending, chaotic, surreal GODS where you can never be sure what’s real.

I've read a bunch of the Legion graphic novels, but I'd prefer NOVELS (bonus if there are audiobooks) that are about gods who mess with reality so you're never sure what's real.

I'm already reading Malazan, just to point that out, but those gods aren't quite active enough for what I'm looking for here.

It'd be really cool if there were any gods who were the protagonists, creating, destroying worlds, messing with stuff.

I also how in the Legion comics there are many, many monsters and personalities in his head, that each give a different power. Maybe there's something like that.

Thanks!