I think you mean "Donnerjack" by Roger Zelazny & Jane Lindskold.
The titular character is a famous virtual world creator who accepts a commission from Death in return for bringing his dead lover back to life. In addition to the building he was to give up their firstborn, which eventually drives him into a sort of paranoid state.
IIRC, the commission took the form of a mansion or palace for Death. Because Death holds dominion over entropy in this story, it doesn't have much luck building original things. (Although it does reanimate various broken creatures (a hound, a raven and a butterfly) from some sort of boneyard to act as servants.)
The ape like creature mentioned is a rogue "proge", a form of simulated a-life that is running wild through various virtual worlds. At one point he is tracked by hunters in a kind of virtual safari, then turns the tables on them and decapitates them with a stolen machete. One of them was described as a strong amazonian woman.
There's also a sub-plot about a VR based cult that worships Babylonian gods who want to break through to the real world, fueled by the belief of their worshippers.