first thing I can think with that is they'll either destroy the universe to get back home or die with it because they're practically against the universe god and it's citizen.
Your setup is they are getting witch hunted and that the god itself is commanding them to witch hunt you.
Only way they can turn things around is to proved that the god is actually a demon god.
So the whole premise for them to be a hero is basically to prove to the world witch hunting you is evil in an era where getting witch hunted is common while said demon god is trying to off you.