first off deities
There isn't much that deities really do other than have people pray to them, create angels, and curse people who defile their shrines. what if gods could go to a town where a demon is posing as them and have some sort of epic battle. or maybe gods can appear before dedicated worshipers and tell them sort sort of prophecy, such as another deity collaborating with a demon, or some other event. they could maybe then give the listener magic abilities.
Also the whole system of religion is kind of boring. it would be more interesting if either replacing or being in addition to praying, dwarves would do some sort of action relating to their gods sphere. for example if they serve a god of lust they will try to court a nearby individual, or if they serve a god of war, and they're a diplomat, they may try to incite fighting with a visiting civilizations trade group. or for a god of gambling, the worshiper gambles at a nearby inn, for a god of labor they work extra hard, etc.
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now, divine metals
this first part is pretty much just me ranting
...There aren't that many and those that do exist are of spheres that aren't especially interesting (my favorite sphere lust has no metal which is why i'm complaining to be honest). plus they also don't have any uniqueness to them, like any special effects relating to that metal, which makes them kind of a waste compared to adamantine, as adamantine is more useful in a lot of situations, and simply needs to be mined, rather than having to go through one of, if not THE hardest areas of the game. plus there aren't any special effects, such as flickering metal casting itself on fire when used, or singing metal items being usable as instruments, regardless of the item. or bright metal being more powerful in the day, pockmarked metal causing deformity, bright metal being used to shine light in a foes face, etc.
so, what would make divine metals more worth it? items exclusive to divine metals. for example I have an idea for an item, Bells. Bells ring at certain times you set by a dwarf with the temple occupation Bell-Ringer. the sound of a bells is loud and can be heard throughout the fortress. some dwarfs like the sound of bells, possibly bells made of certain materials, while others may dislike the sound and possibly go insane if the hear it very often at close proximity. Anyway, what if when a bell retrieved from a vault (made from divine metal), it may ring on its own. the bell ringing on its own may signify some sort of divine event, and may even change a dwarfs religion due to the sheer awe of the event. or some sort of idols that can be made of divine metals that shields the holder from the wrath of a god with the same spheres. or some sort of other interesting item that plays with what can happen in the worlds story involving mortals and their gods, basicly.