K.V. Johansen 
The Last Road [EPUB ebook] 

When even the gods are dying, the hope of the world may lie in its most feared enemies. A new god proclaimed as the All-Holy has arisen in the west and leads an army eastward, devouring the gods and goddesses of the lands between, forcibly converting their folk and binding their souls to himself. The very fabric of the world appears threatened by forces beyond the understanding of scholars and wizards alike. Even the great city of Marakand, where the roads of east and west converge, seems powerless to resist the All-Holy, though the devils Moth and Yeh-Lin and the assassin Ahjvar, undead consort of the god of distant Nabban, have come to stand with it. That may avail Marakand little, for the shapeshifting Blackdog, once a champion of the gods, follows obediently at the All-Holy’s heel and Lakkariss, the sword of the cold hells, is in his master’s hand.