Crap, those demon lord choices are both pretty nice. I say we go for Prime Succubus, though, since I'd value tinkering with living things more than getting revenge on our enemies. Rise above the chaff, rather than sparring with it.
On the subject of worshiping the enemy pantheon in the first place, I say having a
few eccentricities is fine. Quietly worshiping demons shouldn't cause us any issues unless people are snooping through our living room for dirt to exaggerate our other problems. So long as we don't get caught eating babies or promoting apprentices at random, that shouldn't be an issue.
I'd say we tell all the gods to fuck off, because we are one. (Not yet, but we can aim big on this.)
While I can get behind the middle/latter sentiment, the two aren't mutually exclusive. We can be bestest friends with a god while being a god, and we can certainly be bestest friends with a god while becoming a god.
In fact, one could argue that the best way to become a god would be to rub elbows with them. We certainly wouldn't think of telling the Imperials to fuck off because we've got our own empire or the mages to fuck off because we are a mage, right?
Set some trap-silk traps with soul traps nearby. Have someone check on them now anc then and contain the souls of anything caught.
This is like digging several pits to preserve the corpses of any animals that happen to die and tumble into them. If we want souls, we need to go get them ourselves, or start working on those weapons for other people to get them for us.