The Sandman 7: Brief Lives

Older and more powerful than the gods themselves, the Endless are a dysfunctional family of cosmic beings that have ruled over the realms of dream, desire, despair, destiny, destruction, death, and delirium since the beginning of time. But three hundred years ago, one of the mythical beings gave up his duties and left his realm, never to be seen again. Now on a mission to find their missing sibling, Delirium and older brother Dream encounter immortal humans and various deities as they try to locate the prodigal Destruction. But as their adventure draws Dream into a final, tragic confrontation with his son Orpheus, the eternal being learns the true meaning of fate and consequences.