Depends. Nationwide religions are few, the worship of a one true godwas born in Meidia and has since spread throughout the continent as the ‘regular’ religion. Paganism is still present however, many cultural groups still worship the old gods (even though ‘true’ gods are dead, the one left pale in comparison).
Navarra fused the cult of their main god with that of the unique god of Meidia. In depth, they still worship the sun goddess Amon (praise the sun!) but on the surface it looks like they worship the one true god.
Kriegsgard has no formal worship of a god, and never did, though they still honor the demon god of storms, Gundhyr. And there is still storm priests that follow the teachings of Gundhyr.
Velzarim worship a nameless, unrepresentable god, a powerful entity that is one with the universe. (I’ve not yet developped this one, so I’ve no info to give.)
Arkadia leaves its inhabitants free to follow their own religion.
Valgarm still worships an entire pantheon of gods and spirits (that Gundhyr was part of). As well as the world tree.
As for the smaller countries they all have their own religions and religious groups or the church of the one true god.
Most of them lost their godly nature one way or another. The ones that survived and kept their godly essence were simply weak enough to hide themselves into a hole and weather the storm. Or cooperative enough. One of the most powerful gods survived by serving a creature far stronger, another was left for dead, another was tied to an important religious figure of one of the people I mentioned above, a few of them simply lost most of their followers and returned to weaker spiritual natures.
And yes, I know who Gundhyr is, but I forgot when I designed this god, so eff with this halberd guy.
Since the main character chosen for their greatness by the author cosmic forces… a nobody who rose to greatness by… ummm… absorbing monsters… Ardyn style yeah that’s my best guess…
The end of the Wight King’s story will vary depending on you. And each ending will lead to a different world. Some will lead its universe in one direction and the others in another.
And yes, one of them is taking a hit for the team has they say.