Ananke calling Persephone "The Destroyer" might have some mythological basis. Persephone was known as The Destroyer by the other members of the Greek pantheon. She was more feared than Hades because he was content to allow events to take their course, while she hunted and brutally punished those who offended her.
A lot of things about Woden actually being David Blake make sense in hindsight. For instance, Ananke's speech about how terrible he is as a person? It's actually about what he did to his son. Kerry's comments about how he can't get it up and what's under the mask? David's age makes it difficult to get a boner, and Kerry likely would have realised that "Woden" was much older than he was supposed to be, thus making shutting her up a priority. After she tried to kill him, Woden's musing that, "A god can't be hurt" makes considerable sense when followed with, "But I'm not one." His thinking, "How ironic," when Kerry tries the Prometheus Gambit makes a lot more sense - she's trying to steal a god's powers from someone who stole powers himself. His monologue to Cass about how most men are sacrificed to benefit their fathers suddenly sounds like a Sarcastic Confession. All his womanising and substance-abuse isn't because he's trying to enjoy what little life he has left, he's doing it because he thinks it's the life he should have had. He never actually told Urdr that he was Jon Blake - instead, he brought up her pre-transition life to piss her off enough that she accepted his answers without realising that he was brushing her off. Ananke never told him about the Great Darkness because he's not a god, so he's no use in fighting against it. And Woden cast a vote to study the Great Darkness, which would be in keeping with David Blake's real occupation as a Pantheon researcher.
What was the lie that She-in-Thirds, Ananke's sister told to ensure that there would always be a way out? It wasn't that If my god has a child, the cycle ends... it was that there must be twelve gods. Emphasis on the word gods. If Ananke does not have any gods left, the cycle is broken because she cannot perform the ritual. This means that if all of the gods died... Ananke would lose. That Overly Long Gag of the great darkness was foreshadowing. Ananke still was able to return because she had three gods... four including her.
Woden is revealed to be David Blake. Given that it's heavily implied (if not outright stated, if Lucifer is to be believed) that Woden has had sex with his Valkyries. Just how old are these Valkyries? As if you needed another reason to hate Woden.
At least he might get some karma, if he was to be believed about doing cocaine. Sure, people like Lucifer with a two-year timespan might think it's okay, but David doesn't have this lifespan. Good going.
More generally, everything about Woden becomes even more repulsive when you learn he's not a young adult with a mutilated face fated to die in two years; he's a grown man and academic who thinks he's entitled to what he's stolen.
Apparently when Ananke made peoples' heads blow up, she just teleports their heads to some kind of underground cavern. Where they are still able to talk and are aware.