I have been waffling on this matter for a long time. At first, I wanted all of the characters to be named after ancient mythology gods but from different pantheons. I was going for an Ancient Aliens Theory theme while still keeping my alien tongue planted in my cheek. Isis originally had the name Venus, but I liked Egyptian name of Isis better for her. Then again, I thought that a lot of contemporary people continue to worship to Shiva (and Siva), so that might be construed as poking fun as their religion. Heck, that might be actually poking fun at their religion. Then I flipped again when I considered that I knew Neo-Pagans who prayed to gods of "dead" religions like Venus and Isis. Odin in particular is making a major comeback in the United States. Thus, there is really no such thing as a mythological god which no one finds sacred anymore, and thus I cannot avoid offending if I use the names of any gods.
I could be overthinking this.