Simply pronouncing 'god is dead' may sound more compelling, but even the wording does somewhat suggest Nietzsche hadn't really considered that some faiths don't have A god but rather a pantheon.
I think Nietzsche was well aware of pantheons, and in particular the Greek/Roman pantheon.
I mean, his first book,
The Birth of Tragedy centres on the opposition between Apollo and Dionysus. That's just for starters. He was trained as a classicist and philologist.
He also had some exposure to the Vedic/Hindu and Buddhist traditions, partly through Schopenhauer, although from what I understand the translations and understanding of Eastern texts in the West were fairly off the mark at the time.
Nevertheless, I still reckon you're onto something in terms of thinking about Nietzsche's death of God alongside the notion of pantheon. Given his admiration for the Greeks, I think Nietzsche might say by all means invoke the pantheon as a way of affirming the forces in this world, as opposed to worshipping or prostrating oneself before gods that are not of this world, but beyond. For Nietzsche, 'living for the afterlife' was a trap - rather we should say 'yes' to the present life.
I admire Kierkegaard. I'm not exactly a Christian but I find him quite convincing when he talks about the leap of faith in
Fear and Trembling. And yeah, as noted, he kind of gave birth to existentialism, which deserves major kudos imo. He misunderstood Hegel, but then, didn't everyone? And even then, his misunderstandings led to some important ideas and innovations! Having said all that, there's still quite a lot of his work that I haven't read.