The Universe is infinite and eternal; it had no beginning and will have no end. The Universe is not just the Physical things we can see and touch (eventually); it also consists of the Astral realm. They both affect each other. The Astral realm is "higher" than the Physical realm; the Physical being the lowest. In the Astral, there are many 'levels' or 'heights'; the Higher Gods - those who are very much more powerful, such as the Crowned Princes of Hell - are on Higher levels of the Astral realm, higher dimensions. Once you raise your vibrational frequency, then you'll increase to higher levels of reality and Spirituality - but there is not "discarding your (Physical) Body and 'evolving' or living as pure energy"; although, I think I read that there are some monks/yogis who do remain in non-Physical form deliberately, but I am not certain as to why.
While any individual can reach any height, through the appropriate workings, they are still Physical-living Bodies as well as Spiritual-living Bodies. Both are required, both are necessary, for advancing up to higher heights. In a sense, the Physical Body is the roots of a flower, where the Astral/Spiritual Body (the Soul consists of different parts and Bodies) is the blossoming of the flower; the abilities which we have once we advance are like the pretty colours and beautiful scent of the flower.
It is technically possible to destroy a God/Goddess; however, it is so very nearly impossible, the likelihood of that happening is so infinitesimally-small, that it's not worth considering. If one is born, then one can die - but that's why we advance and break the cycle of the karma wheel and continue on. We are micro/macrocosms of the Universe; we are a Universe within ourselves, in a sense. The Universe is infinite and eternal; us being micro/macrocosms of it means we can also be. Energy is created via the Aether, the vibrational Aether field (which is the Universe), and this continued creation of energy, raising of energy, is like us being created, being raised, out of the Aether and continuing on forever. Matter may not be alive and conscious and sentient, but we are and we can know how to increase ourselves.
The greater the vibration, the 'higher' the dimension. There are entire worlds within the higher vibrations/dimensions. This means that they are not Physical, but once you can travel astrally, then you could visit them. Perhaps you could create your own one day. My guess is that there would be some which are invite-only, or for certain types or for VIPs only or whatever. Also in the Astral, there are entities which I think cannot advance like us; whereas we have Physical Bodies, which is a necessity, these do not, but they still exist. An example is Thoughtforms, which are a collection of mental energy, or Elementals, which are like Thoughtforms but more advanced and have one or two of the Elements which comprises them, with an actual amount of intelligence based on the mage. I consider these to be mini-Souls or lesser-Souls, but that might not be 100% accurate. Other examples are (from memory, so forgive me if I am not quite correct) sort of like faeries or other fantasy-story entities, but which exist there in real-life.
It would be quite impossible to enter and be within higher levels of Astral dimensions unless and until we reach them. Like attracts like - if we are of a certain vibrational frequency, then that is what will come to us and us to it. In another way, this must also be what Lord Hitler meant when he said about the eternal struggle; we always must keep fighting hard and continuously, relentlessly, forever on to increase and better ourselves.
