If your OG is low at the end of the sparge, you can do 4 things:
1) Let it be, at lower gravity, and enjoy it for what it is. You may want to adjust your hops down a bit to keep a good balance.
2) Boil the collected runnings until you hit your predicted pre-boil gravity, then add bittering hops and start your timing. You'll be having somewhat less beer in the end.
3) Boil the regular schedule, then add enough (light) DME or LME at the end to boost your gravity to the intended post boil OG. Again, as in 1), you may need to adjust your hop additions a little as utilization is a little higher at lower gravity boils.
4) If your beer is one where kettle caramelization is an important part of the process, add enough DME before the boil to reach pre-boil gravity. Then proceed normally.
Most lower efficiency issues have to do with milling too coarsely. So look there first, tighten your mill. As said before you're bound to lose quite a few gravity points in high gravity mashes. Review your sparging method, lautering efficiency, mash tun dead space, etc. Any losses there multiply with increased gravity.