So far god is not a type in 5e (see Tiamat's stat block), so if most gods are fiends or celestials, then there is no reason why a god couldn't make a fiend or celestial warlock. That removes any "mechanical" objection.
There are two questions that present themselves:
1) Why would a god/patron want to make something like this?
2) What happens if the god and patron are not the same (or not allied)?
1) is difficult, since you need someone with good wisdom and charisma scores (and possibly a couple of other good scores). On top of that, clerics have a lot of flexibility, so:
If you need a sneaky cleric, there is trickery domain.
If you need a good striker, there are light and death domains.
And with XGtE, the main "lack" in warlocks that levels in cleric would fix (and honestly you would be better getting levels of bard to fix this), healing, is taken care of. So there isn't a real need for this, but some gods and many patrons are weird, so that can be hand waived.
2) brings up lots of story potential as god and patrons compete for the loyalty of the clericlock and send flunkies to persuade or punish him/her if he/she fails to chose them (or takes too long). This is a gift for DM's, as one player has brought capital P Plot (both carrot and stick) unto the party, with very little opportunity (without DM assistance) to get out from under it (the phrase "A Very Big Quest" comes to mind). Much like the paladin/warlock combo, the player has practically handed the DM Chekov's Gun and begged him/her to use it. And who can turn down that kind of begging?