The 'Worldbreaker Saga' by Kameron Hurley features a fractured pantheon where goddesses are powerful, terrifying forces. The central goddess figure isn't comforting; she's a dangerous, world-altering entity. Hurley's work in 'The Mirror Empire' and its sequels shows divine power as something that corrupts and consumes those who channel it.
For a very different take, Madeline Miller's 'Circe' explores divinity from a more intimate, personal angle. While Circe is a nymph, not a full cosmic goddess, her story grapples with eternal life, creation, and the loneliness of being adjacent to the Olympian powers. The cosmic scale comes from her long view of mortals and her own place in the divine order.
I found Martha Wells' 'The Books of the Raksura' has fascinating cosmic entities, like the Fell and the Raksuran courts, which feel like living ecosystems with goddess-like queens at their heart. It's less about worship and more about biological imperative and territorial power on a planetary scale.