Well, the good news is I don't think the pantheon will last the rest of this week at the rate it's going and you'll be able to change sides after that. Also, you can pick any demigod you want in the skirmish and custom games online. Not to mention the singleplayer.
...but yeah the game should give (at least new players) a warning before picking a demigod for the pantheon...
As far as the "excellent connectivity" is concerned, look at Frogboys latest post in the journal section. Hopefully the issues will be almost completely resolved before the end of the week also.
