Seth (Set)'s Clique: The Crimson Brigade
All of these gods like the color red; most of them wear it in one way or another. Seth's hair is red, and sometimes even his skin is red. In ancient Egypt, red is the color of blood and evil, but nowadays, these gods just like how shiny and fashionable it is.
This Indian god is a buddy of Shiva's, or sometimes, he actually is Shiva. Regardless of his true identity, Rudra's distinguishing feature is his fire-engine-red skin and hair. Definitely going to see him coming if the multiple arms full of weapons don't scare you off first.
The Greek god of warfare loves red and wears it all the time. Is it to hide the blood or celebrate it? Nobody knows, but it's his favorite color. Even his planet is the Red Planet.
Maybe red's not his favorite color, but red looks good on this Olympian hero. Especially when he sets himself on fire at the end of his life. It looks so good—like immortality at last.