I need to run through this reexamination before I start to seriously consider what happened to the gods and why they are no longer here.
How do you know that they are no longer here?
You have discounted aliens (for the moment), so what's left?
Is Earth a closed system?
If it is, why couldn't they still be here (if they were real gods and immortal, as you opine), or were they never here?
Surely, real gods don't need space vehicles to transport themselves around.
Maybe then, they might be shape shifters.
Is that possible?
Do you think that we need to define just what constitutes being a god first?