Well there is always just Nathan Drake who can shoot all of em before they can use their fancy moves.
Even the immortal ones can be dealth with by Zeus, i mean he is leads all other gods according to his mythos.
He has the power to strip away immortality, so did Kratos, he stripped Ares from his immortality.
So before they manage to transport, teleport, shield or go back in time or whatever, Zeus takes their immortality, making them squishy.
Then Nathan Drake & Dante shoot them while recovering & before they can move.
Even though the odds are stacked against us, the simplest solutions are the best.