At the very least, a gender tag will be useful for assigning behavior to castes, and for use in world-gen and population maintenance algorithms. And that's before you decide to go anywhere near gender differentiation within species (with a fantasy twist, like, females have wings, that kind of thing.)
I feel like you're missing something beyond physical/mental. Since this is a game about god's and cults, shouldn't there be some stats to reflect spirituality, spiritual power, or spiritual connectedness to the natural/supernatural world? That may be too contrived for your tastes, but given the subject of the game, I think it might be apropos. Also consider the split between "gods" and creatures of a purely supernatural or mythological origin. The Titans, for example, versus the Olympian or Norse deities. You've already mentioned that you need to write up the magic-impacting stats....but I think you should start from something conceptually a little broader. So something like stats that impact more than just an MP pool/MP regen/damage/success modifier.
For example, consider a stat that is not really on a Bad - Good scale.
So "Spirituality" 0 to 100.
0 to 50 means a creature is 0 to 100% connected to the physical reality. Spells don't work as well on them, they don't cast magic as well. Spirituality 50 to 100 means the creature is 0 to 100% connected to the non-physical reality. They're great spellcasters but highly vulnerable to spells themselves.
You could end up with a race of ethereal creatures that are somewhat insubstantial. With tentacles, to boot.
Also your game implies a few levels of social interaction, yet you lack a category for anything social. Where the line is between your own design, and approaching D&D or WoD, is up to you. But you've got the ideal setup for your physical/mental mechanics....I say you take it up yet another notch.
The unfortunate part about social skills is they can be somewhat morally judgmental. For example, Empathy might be a stat that governs how well non-hostile encounters between different sentient species goes. Yet Empathy as a stat implies having high empathy is a good thing, low empathy bad. Depending on how you want the player to perceive certain mechanics, that might not be your bag.
But even a stat like "Sociability" that just defines the overall level of the race's social savvy would fill out things a little better.