Why were guns so often pointed against gods like they are supposed to be a deadly threat? The more powerful gods are usually shown as bulletproof. Even the weaker ones have a powerful enough healing factor that would in a minute or two heal multiple bullet shots. Worse is the guns are often from pointed at gods from people who should know better like Delphyne Gorgon and Vali Lokison. She pointed guns at a full-power Hera and Hephaestus expecting them to be a major threat. Neptune was at least mysteriously powered-down. Vali tried using "mistletoe" bullets, but why would that matter? Mistletoe was a specific vulnerability to Balder not gods in general.
Why was Neptune so weak from his prolonged stay on Earth? From time to time writers state gods are weaker on Earth then their home dimension though this isn't always consistent. Yet Ares showed no signs of weakening or at least not to nearly the same degree. Same with the other gods like Pluto and Hera.
I believe the implication wasn't that being on Earth weakened him; being out of the ocean for an extended period of time weakened him.
During the Under Siege storyline, Hercules resented the idea of taking orders from a woman (Wasp, the Avengers' then-chairperson). Yet he seemed to have no problem taking orders from Black Widow back when he was in The Champions.
He wasn't sleeping with the Wasp; the Widow has implied that they were back then. (It's hardly out of character for him to be that shallow.)