I don't think this is absurd. We read Kel's description of god/gods to Proyas and to me it ain't a reverent point of view. Kelhus hunting the gods would "fit" into Bakker's declaration he's dead, but ain't done response. WR's offering is as good as anybody's guess at this point; maybe laid out a bit simplistically, but the idea Kellhus's death poses "poison" to the gods is plausible to me.
If "he's dead, but not done", without rabbit-holing all possibilities, then he's a Ciphrang now ( likely trapped in the other decapitant head ). Being a Daimotic Sorcerer, this may not matter much to him and may be part of the plan ( or at least plan B if he doesn't survive the Gold Room, which he didn't ). Kellhus says he made "deals", take it he did something to earn more leverage/power/freedom in the Outside - that something could be TGO, some god ( 4 Horned? ) was happy to see the hell Kellhus sent them through, and the response to Kellhus's questioning on that was interesting, seemed vague to me, like the act of driving humanity so hard was satisfying to them in some way ( could be the base pleasure of it, sadism - this is hell we're talking about ).