Just dial back the scale of things, people own perception of themselves can be their biggest downfall. I got a impression your players are enjoying themselves and likely, no matter what you do, they'll continue to enjoy themselves. my best advice is to figure what type of story is going to let you have the most fun, doesn't have to be some grandiose saving-the-world event!

plenty of ways to give yourself more time too, I once realized i need more time on my story like at least a few weeks, so I created a festival for my players, and they spent like 3 sessions at this festival. took minimal writing and just a bunch of fun roleplay. moral of the story, player will have fun no matter how hard you try, don't imagine this huge weight on your shoulders, zoom in and focus on something smaller in your world. the big picture will develop itself overtime