First point to mention. Thanatos is OVERRATED. The penetration and 32% execute from his kit sounds promising, but he also severely lacks DPS compared to a hunter. If you miss your ultimate, you have very little to provide your team. He shreds through most of easy, but falls off in hard.
Second. Raw DPS > Burst. While in Xing's mountain you wanted CC and large Mage circles, in Faffy's Wonderland, you want hunters. Lots and lots of em.
Third. Khepri is most likely the strongest God for this mode, bar none. The reason Nemesis and Sunder were both removed was because of how strong % reduction is against these bosses. His 2, Rising Dawn, gives you 25% protection shred on enemies, and 30% damage mitigation on friendlies. His ult is perfect to prevent deaths (which raise your score) and can cleanse CC.
Skadi breaks the Geb mode as Kaldr shows where he is teleporting to. Arachne spiders do so as well to a lesser extent and for a duration. Spend your remaining gold left over on wards, not potions. You can place them and find geb easier, without even needing Skadi.