I'm curious to know how folks have dealt with pantheons in Ravenloft? I'm thinking of going back to my 2nd edition roots, and laying into the Legends of Lore. Celtic deities, in particular, feel like they would be quite at home here. I normally use an FR pantheon, but it seems a little too heavy here. I might even go so far as to have each domain have kind of a different set of deities. Though, my vision of domains is probably a bit more nebulous than what the canon visions of them might be.
Ravenloft has had a few takes on religion and surprisingly, they are all contradictory! Here's some of them.
1. In most domains, religion is not mentioned. Unless it's important to the dark lord itself (cf Yago Pentanov). Individuals may have had faith, but organized religion is not common, despite being a through line in many different forms of horror.
2. Some domains got faiths added through novels (Vampires of the Mists adding the Morninglord,) modules (adding the Hindu and Egyptian deities) or later revisions (Tepest getting an inquisition led by the church of Benelus).
3. Demihumans in DoD and later worshipped (and have cultural elements of) D&DG pantheons: (elf - Celtic, dwarf -Norse, gnome - Roman, halfling - English protestantism). How the elves worshipping the Benelus and the inquisition of Tepest against the fey works is a good reason why inter-domain communication is disjointed in practice.
4. There are some Ravenloft-only faiths: the Church of Ezra (my personal favorite as it fills the void in many horror stories monotheistic faith tends to fill) Hala (a neo-Pagan Wicca-like faith) and Mother Night (only mentioned in Curse of Strahd as an Old God that others avoid).
5. Of course, other types of faith exist. The Divinity of Man in Lamordia, druidism in Forlorn, animism in Valachan, etc. My personal favorite is Roman Catholicism in Odiare. (Look it up).
In theory, Ravenloft has a myriad of faiths. In practice, I tend to find it better to stick with a few major faiths and make adaptations to fit the narrative. In my game, Ezra is every present in the domains, but she is a malleable faith and every domain attaches their own interpretation of her. Domains where she isn't well known are the ones where a local faith (such as the Morninglord) holds tighter sway. I have left the real world faiths out for the most part, replacing them as needed. Despite the fact my DoD lacks the core, Ezra's faith being able to traverse the Mists and offering a salvation message has won them a lot of converts. I also use Hala as an alternative faith for those who prefer a more new age type of faith to counterpoint Ezra's more traditional Christian design. They end up filling the role both of religion in horror stories and traditional D&D support for clerics and religious PCs.