I knew dragonborn weren't "native" because I was around when they first became a thing in 3e, but I didn't know orcs were from another world in FR.
The dragonborn in 3e were something else entirely, if memory serves. Bahamut created them via other humanoids (odd).
The dragonborn as we know them today came to Faerûn via the Spellplague or thereabouts in the 4e era. Still very recent in historical terms; they’d be easily identified as aliens. All elves, gnomes and dwarves either remember or know someone who remembers when they weren’t around.
The orcs are native, except for a subsect of them, who arrived nearly 20,000 years beforehand. No one remembers, and I’m not sure anyone knows except for, say, an aboleth. I’m also somewhat unclear about the need of this plot considering there are native orcs, but maybe some of the FR loremasters can clarify.
I don’t think dragonborn aliens is a particularly elegant solution, but Erin Evans gave them a lot of interesting cultural flavor in her novels.
Had been me, I should have not touched living religions back in the day (though, inactive religions such as the Greek and Egyptian gods would still have been an issue today, lol).
On the topic of real-world deities; it’s very hard to avoid with FR. Tyr, Loviatar, Mielikki, Silvanus, etc. all bear their original names. Some just have their names swapped (e.g. Sune is Venus, written backwards without the V).
I agree that these were dead religions and pure mythology when first introduced to FR, and their recent revival is something Ed couldn’t have foreseen. Nonetheless, mythology is reinterpreted in fiction all the time, and I’ve never seen much discourse about it outside of TTRPG spaces.
