[@Cyclone] You can take an organization from the history your nation is based on, jumble the words a bit and there you go,  My nation's religion is Inshingu, of which comes from the Ishin-Shishi from Japanese history. I made some religions up that you can use and come from things in Turkish history:
- Selijuk
- Uyghin
- Antnolity
- Mundais
- Sepilve

Worst case scenario, you can use the religion of one your neighbors, given how close everyone is, its doubtful all nations will have unique religions. You could also just be an atheist state, I know some one else has taken that route.