At first, only true believers of the gods heeded the warnings and left early. But the orc host convinced more of them to listen.
It was too late for those who lived close to the orcs to escape by the time the war broke out. But some still managed to get away.
The 9 Crowns didn't continue chasing after the fleeing gods. They got their land and 3 domains through Golden Light. These three are not part of the 9 domains they can fuse with, so they added them to the pile of domains that they intend to exchange with others.
If they can't use a domain, they can exchange it with other gods for domains that they can fuse with. Unfortunately, the gods are working against them. No one wants them to grow stronger, so they don't want to exchange domains with them.
The way this war ended has further proven that they aren't doing enough. They realized that they needed to do more to hamstring 9 Crowns and his allies.