Creating fantasy religions: something I'm doing now so thought I would post about my process.
The mistake a lot of writers make is developing a religion from a singular event, and piling a ton of stuff on top of it that makes logical sense. Whereas, in reality, religions are self propelling systems that travel under their own steam and if there is an event that catalyses them, it is never in a socio-cultural or political and economic vacuum.
You also end up with an apparently totally random set of things attached to one figure which does make sense if you know the origins, but otherwise is just accepted even if the meaning is lost.
It is the difference between "the god of Midwinter and festivals around this originated because a cult of necromancers were banished into the frozen wastes and this <event> became the Origin Story for how we got to a midwinter festival with creepy bone puppets in my fantasy world" and a religion that feels ... Real.
Ok so firstly, this is a bit too neat. (This was my original reasoning for a midwinter god called Yarash and I changed it because it wasn't very realistic or interesting for my world.)
Why, let's say, is the god whose feast is at midwinter also the patron of puppet makers and osteopaths?
Well, we could say that this makes a lot of sense because the god's festival was originally to do with remembering the dead, and puppets were used in the festival to represent the dead, as necromancy should have been part of it but people didn't actually know how to raise the dead properly. Then as magic evolved people could actually raise the dead for short periods to deliver messages in these festivals, but this drew internal debate from the conservative priests who thought puppets were the original form and so should be maintained, and necromancy was an aberration, vs the progressives who saw necromancy as the original INTENTION and so the natural and correct progression from the puppets. The debate might rage on for years creating splinters, sects, differing traditions that sit uneasily together but find middle ground in other less controversial topics and practices, and even cults.
At some point, the secular authorities get involved for their own reasons. Maybe some rulers are pro-"The Old Bones" or anti-, or they want to outlaw necromancy or benefit from it for various political reasons, socio-cultural reasons, economic reasons, military intelligence reasons, etc. Whatever happens, happens. Times change. Official attitudes swing back and forth, while internally the religious debates continue, now informed by and perhaps as counters to, this secular intervention.
Then we end up in modern times, the times of the story. Nobody really believes in gods anymore. They do remember the old gods of the seasons and at the secular festival in winter, there are a lot of traditional puppet shows that have a whole history and life of their own. The puppets are called "the old bones" and nobody really remembers why. Osteopaths have the puppets and symbols relating to the midwinter festival on their certificates and college heraldry and nobody really remembers why, but the information is there to look up and is a fun thing to know for trivia nights.
And necromancy... is a controversial branch of science, divorced from its original religious significance for many but not for all, and more integrated as an art or practice in the public consciousness (positively or negatively depending on perspective and propaganda and actual usage).
And now, you have a ton of depth and meat to it without having to flesh out the arguments and debates themselves unless that is plot relevant.
There is a lot you can do with this society now, and by tweaking one thing you can create completely different societies and ideologies. The depth is now there to set your story at any point during this history and to develop numerous ideas. So much stuff can happen.
With the singular event version, and a static fact of a necromancy cult in the frozen wastes, things are much more limited and linear, with less depth to play with.
Also remember that your characters will not be expected to know everything about your world unless they are experts in religion and/or history, and also the 2 subjects are not mutually inclusive so a historian is not an expert theologian and vice versa. How much the average person on the street knows depends on levels of formal education, accessible knowledge beyond formal education, which may include religious instruction and folklore, and propaganda. But it means you can build in some subtle things - like the puppet symbols on the door of an osteopath or bone doctor - that never need to be explained, but have a logical in-world explanation below the surface.
Try taking a static idea and work it into a system and see where it leads!