I think it fair to say that 'American Gods' is about immigration and change. The gods that came over with their worshippers also had to adjust to their new setting. Some didn't, some did, some made it but want to go back to the old days.
Then there are the new Gods. Media, fed by the adulation and unquestioning belief of millions. The automobile Gods, made powerful by daily blood sacrifice.
Gods are echoes of their adherents, so the book is about the internal conflicts of a nation of immigrants. About the effort to adust, the need of some to cling to an older identity while others submerege themselves in a new one, and create new Gods.
In that narrative, native Gods have no part - their issues are different and would require another book to explore. Also, many First Nation religious practices are animist or shamanist, and thus rather short on the highly-developed, more humanised pantheons of the Old World.