Dungeons & Dragons
What Zatrans believe to be God was the coming of the 2nd destroyer, Shub-Niggurath, who consumed the world and its waste product was the Third World, known as Zatra today. The world has been created for billions and billions of centuries, older than few can even conceive. During that lengthy time, creatures of the cosmos that roam the stars aimlessly in search of planets to devour have occasionally discovered the world. Each time it is eaten, its end result from the body of the creature is the next, "reborn" world with new life that evolves over time.
Zatrans believed God would take away their Utopia. This idea was planted in their minds; it was never original thinking. The Assimar race is far, far older than Zatra itself, dating back to the time of the First World. They witnessed the two destroyers and know another is coming at some point soon. Their idea of "God" destroying Zatra was in hopes of the people to prepare for the 3rd coming. Instead, Zatrans misinterpreted the signs and sought out to destroy what they thought was God, the creator of Zatra. Instead, they found the Loc Narr, which was powerful enough to kill the next destroyer, but they used it against the leader of the Assimar race at the time. Jethar the Wise had decided to reach out to Zatrans directly, explaining both their need of the world's essence and the warning their world was already doomed along with those living on it (and thus not needing the essence). But Zatrans took him for God and used the Loc Narr to kill him. It took thousands of years before Assimar regained a leader as powerful as Jethar the Wise was.
When the world believed Xxuthan and Koz existed, it was purely a ruse the Assimar left in their minds, hoping to persuade them to destroy the Loc Narr once they believed Koz should be released from his imprisonment. In reality, the Dual Gods never existed, and the Assimar used their technology and powers to create illusions to fool the people.
With the Loc Narr destroyed, Zatrans are now doomed of the inevitable arrival of the 3rd destroyer, Cthulhu, who's on an interception course through the cosmos by sheer luck.