Where Do Gods Go?

In Neil Gaiman's The Sandman, this question is answered in three stages.

In Volume 7, Ishtar, a retired goddess, tells Roger, the manager of Suffragette City, that gods:

begin in the Dreaming;
walk into the Land, where they are worshiped;
return to the Dreaming when they are no longer worshiped;
do not know what happens to them after that.

But the Endless know. In Volume 6, Dream tells Augustus that gods die in the Dreaming. This means that they pass from Dream's realm to that of his older sister, Death.

In Volume 2, Dream's and Death's older brother, Destiny, tells us, the readers, that gods pass from Death into non-existence although the Endless endure. Thus, we know what Ishtar and Augustus do not.