Parallel universes.

So there were a bunch of Gods that existed in their own universes, but then the One True God was born and tried to wipe them all out. The one true God failed, and these evil entities began to destroy the universe that the One True God created.

In order to combat this, the One True God began creating multiple copies of his universe. So when you read his books and it has a bad ending where the world is conquered by one of the evil old gods, it was just one of the parallel universes.