Okay, so you're creating an alternate version of Earth that exists on its own Prime Material Plane. You're using the Holy Roman Empire near the end of Henry IV's reign as your starting point. This puts the setting in the time period of the High Middle Ages. You want God and the Devil (or Satan) to exist but that "Capital G" Deity isn't meant to be
any real world God(s) that is worshiped by Christians, Jewish people, or Muslims. Yet, that Deity stands in for God for those religions. Personally, I think you're going to end up with a lot of friction if any of your players are religious. (BTW, I'm Agnostic, but I grew up Christian.) Of course, it will depend on the players you select for the campaign. If you know them very well and have talked to them ahead of time, it probably will end up being okay. But if you recruit new players or select a group of players that might object, it could go very, very badly.
One suggestion I have is to give your fictional God a campaign specific name to separate the Deity from the God(s) of real world religions. Since this is the Holy Roman Empire, you could simply use a Latin word for God such as
Deus or
Divus. If those don't appeal to you, you can use
Google Translate to pick something else. Of course, Satan is already a Latin word for the Devil, but you could also use either Diabolus or maybe even Antitheus. Or perhaps instead of saying worshipers of the Devil are satanists, say they are diabolists. It is similar but
unique "gaming" enough that you won't have to deal with players cringing when 'sensitive' real world terminology comes up in-game.
Also you could use this Latin word for Christianity, Christianitas, to create a fictionalized version of the religion. Then again, you could also use the Latin word 'Nazarene' and call your in-game version of the Christian religion, Nazarenity (or maybe Nazarenitas). (Those might feel weird to use, but it's a good alternative if you want to truly fictionalize your alternate Earth.) You could do the same for Muslim (Latin: Musulmanus) and Judaism (Latin: Judaismus). Of course, all that might feel to forced for you and your players, but it might prevent any real world religious debates that could come up between you and your players.
Also, I'm assuming that when it comes to the Americas, your elves and halflings won't have any connection to Indigenous religious beliefs. Or am I wrong? Of course, your players might hear that elves are the 'natives' of North America and they'll play them as Indigenous Peoples of North America (likely with bad tropes attached). It something for you to consider when creating this setting. Let them know ahead of time that elves and the other races follow the norms for those races as presented in D&D, if that is your plan.
There is a books series you might want to read:
Deryni Universe by Katherine Kurtz.