For your setting, it seems more helpful if the setting feat relates to a specific "cosmic force" rather than a specific deity.
Each Cleric domain is a "cosmic force", that the Cleric strives to attune.
In the Forgotten Realms setting, a deity is an astral creature that can have one or more cosmic forces in their "portfolio".
The astral plane is immaterial made out of thoughts. An astral creature is literally a thought construct, a paradigm, a symbolic archetype. The astral creatures tend to cluster ethically by alignment. But an individual astral creature might form ones own astral domain.
A cosmic force can be almost anything that seems fundamental: light, love, order, freedom, fire, energy, sun, water, earth, air, rain, storm, war, magic, etcetera. Different cultures will favor different cosmic forces. It is probably ok to refer to a cosmic force as a "domain", as long as it is understood to include domains that are not yet mentioned officially.
If the setting feat refers directly to a domain, then its context is a more personal and more cultural relationship with force itself. It is more vivid.
The relationship with one or more "portfolios" that might correspond to the domain, becomes more indirect.
This gives the players freedom to decide how their character feels about the deities who have a corresponding portfolio. The player character might view these astral creatures as misundertood, or objects of worship, charlatans, allies in a common cause, rivals, or irrelevant.
A player character that has a certain domain as a setting feat might be interesting to one or more astral creatures, but the player can decide what the relationship is, if any. Compare the player freedom to decide the relationship between a Warlock and patron. But in the case of a setting feat, the character may not even want a relationship.