Just like in real life, not everyone has everything figured out. Especially a people as primitive as the Parshendi, they're going to be driven (As a society) by fear. When they had Gavilar killed, it was because fear drove them. When they decided to go into storm form, fear drove them. It's not like they killed King Gav for trying to bring back the Gods, then brought back the Gods. It's more like they killed King Gav for trying to being back the Gods, and then, when faced with no other option, took a risk that they thought might bring back their old Gods, because they could either do that or face extinction.
I got the feeling that their God is going to be something similar to the Stormfather. I doubt it's Odium. But I could definitely be wrong. Edit: Similar to the Stormfather, but evil of course.
She didn't. That's why she was so mad that Eshonai was going to be the first one in the form.