I don’t think there’s really any connection between them. Old Gods are creatures of the Void, Zovaal is of Death. In a past age the Void once invaded the SL so they are not friends.
When the Old Gods die we can assume their spirits return to the Void in some form, as all magical beings go back to their home realm. There’s no reason we would see them anywhere near this SL business. He had a list of other allies who helped him get where he is.