No, they're not.
Mr. World mentions that he could not actually see Mr. Wednesday for the longest time. Mr. Wednesday for his part did not seem to realize exactly how screwed they were until he sensed Mr. World's arrival.
For another angle... all of the "Coming to America" segments, which Mr. Nancy's shiphold speech falls under, are actually a collection of tales assembled and written by Mr. Ibis. His concern in assembling these tales is emotional resonance and understanding, not factual accuracy. At least in the books (I have not noted this in the series yet, but we spend little time with Mr. Ibis, and what little we get appears very similar), he is known for inserting his own musings, and admitting the occasional poetic license, in order to properly communicate the essence of the tale.
This isn't to say that gods don't have some supernatural awareness, or some future sight or foretelling (Zoryas tell fortunes after all), but they are definitely not all-knowing.