The Void Lords are their own thing. Immensely powerful creatures of the Void realm. Void Gods are still the fallen Naaru. Divine beings of this cosmos, that lost their Light. Entropius may have been a Void God, a fallen Naaru. We don't have confirmation.
On the power scale, the Void Lords are much more powerful than even fallen Naaru Void Gods. Void Gods seem slightly less powerful than the Old Gods on average. And Old Gods are just created spawns of the Void Lords.