You can check the quests here
The side quest is finished after city of troy.
The next god after Athena is Dionysos, his first location is available after the last main Athena quest Guardians of Athens. Go check in the last main Athena location Underguarded Athens, and if you finished everything there, it tells you to go to Olympus.
gamemaster Did you look in Olympus on the main map?