"No, not entirely. Nothing like another deity but on Erda, there was a demon realm. Those could control various powers of death and decay." Thanatos had prayed to whichever god might here and gave an offering for the sake of Soldat. However, there hadn't been any reply or sign that such communication was received.

One might compare it to a mortal praying towards a god and hearing nothing, but Thanatos gave proof of his divinity by also sacrificing some of his ichor. A god trying to reach another god is on a different level.