Yeah, the Neverborn really capture the whole "dying god/suffering god" thing that other Exalted divinities never really manage
Actually, it might be interesting make a religion predicated on my version of the Wanderer in Darkness: the man who, to misquote Mark Twain, said "Who weeps for the Never-Born? Who, in all the untold Ages of the world, has had the common humanity to offer compassion and aid to those who need it the most?"
He's a vagabond preacher and a wandering scholar, spreading his ramshackle gospel wherever he goes even as he searches for the knowledge to bring it to fruition. The Neverborn are the original sin of mankind, an atrocity from which all other atrocities were born - and only when it is atoned for will its lesser offspring be conquered. Given his own instability, the conclusions and correlations drawn from this thesis tend to change from one sermon to the next, but the desperate, quiet, guilt-ridden intensity is always there, the sense of seeking forgiveness for the unforgivable.
Violence isn't in his nature, but frustration is, and the two come close when he's at his lowest, when the futility of his quest falls heaviest on his broken-and-rebuilt shoulders, when the black blood of his dead brothers and sisters (he thinks of the Neverborn that way, in his heart of hearts, and condemns himself for his presumption) seeps thick and steaming from around the cold nails that pin his corrupted flesh into some semblance of a human form. When even his 'meditations' in the Labyrinth, trembling with head in hands as he reminds himself of the pain he must see ended, are not enough to rekindle the fragile grey ember where once lay a heart.
Then, he strides up the Rivers of Death with terrible purpose, and roves Creation in search of something (anything) that might kill, or heal, or soothe* the butchered titans beneath his feet, at his back, in his head, always there and always begging. These fevered 'pilgrimages' leave a trail of bodies and proselytes in equal measure.
* (Or simply silence; he hates his own weakness but at times he wishes only for his secondhand pain to stop - make it stop, make it stop! - even if it means leaving the Neverborn to their agony)
But as far as the Neverborn go, they are like... Gneeeeh...
There's a conflict between the need to actually make the Neverborn not completely boring and useless for RP, and the need to preserve the idea that they are dead and dying forever and should not be characters in their own right, but dreadful corpses whose decay shakes the world.
One way to do this would be to completely ditch the idea of distinct, individual Neverborn, and instead speak of "the Neverborn" the way Ogier sings of the gods behind the gods, an indefferentiated hostility who is interesting because of its aesthetic, its effects on the world, its servants, its scope, its legendary background, but who is never identified as more than "the Neverborn;" the gods-that-were-not.
My approach is that there are certain Neverborn who have been identified, or at least assigned names, and an individual Neverborn's tomb-body tends to have, if not reason, then some amount of rhyme to what it does to those who partake of its putrefying Essence. However, they're not individuals you can have a conversation with, at least not without an entire campaign building toward achieving it.
They're the many-in-one nature of a Primordial's Mythos and soul hierarchy gone unspeakably wrong - the beings they were have been smashed to pieces and mixed together into a great teetering pile, each individual shard's desperate, inchoate spasms and shrieks drowning out all the others so that whatever scraps of sapient thought or coherent expression might slip out are lost in the jumble. Even if you isolate one particular fragment, it's just that, a fragment of something that was once whole, a fistful of brain scooped out of the skull and forced to try and function on its own.
Any information you gain from studying it or trying to communicate with it (probably a bad idea) is going to be two-thirds gibberish to one-third coherent data, but that data isn't correct or useful, it's just word salad and frenzied mumbling instead of just wordless shrieking. Trying to reverse-engineer something that the original Primordial knew or recreate some aspect of themselves from that mess is a fool's errand.
Ingesting the rancid blood and flesh of their butchered remains can imbue you with a warped shadow of what they were, but shadows don't look much like their owners, and by doing so, you've infected yourself with the fear, hate, pain, confusion, anger misery despair grief pain pain pain make it stop makE it stoP MAke iT Stop mAKE IT STOP MAKE IT STOP MAKE IT STOP MAKE IT STOP
Suffering on a scale that mortals couldn't even begin to comprehend, much less survive, and you've just welded a nice big chunk of it to your soul. It bends you, then breaks you, and then the broken husk of what you were will wander the Labyrinth forevermore, one more nephwrack in a great throng of the lost and damned. The deathlords are only different in that they managed to retain more than just scraps of who they were before, and even then it drives them all mad as hatters.
Most of the "direct" products of the Neverborn, the hekatonkheires and cysts, are just fumes of broken thought and mangled memories boiling off of the Primordial carrion pit that is the Labyrinth, almost literally nightmares and dreams made life - and about as accurate and coherent.
The closest thing the Neverborn have to identities is what the Dead have ascribed them, the cults and fiefs and congregations trying to deduce intentions and desires from the mute corpses of divinity. Sometimes, their dogma has some amount of corroboration with records from the High First Age, and sometimes it contradicts, or conflates multiple Primordials together - or, all too often, no records remain which can determine the truth either way, and so legions of ghostly petitioners plead to the husk of something that would have only had contempt for them in life, and Whisper-crazed berserkers offer plasm and blood to the carcass of a Primordial of peace and compromise.