Be sure to read all the Vorkosigan saga books in order as it’s really one very long story, starting before the titular hero is even born.
Bujold also has fantasy series, like those set in the world of the five gods, especially the Penric books. Then there’s her romance/fantasy series collectively known as the Sharing Knife.
Do you mean T. Kingfisher’s The Saint of Steel series? That one features the aftermath for his followers of a god dying, which should get the god defenders up in arms.