If we are at religion, Yllendthyr's religion while resembles the cosmology from Tolkien's LotR/Silmaril and has structure similar to the Roman Catholic Church, they are actually surprisingly open. Basically they just shrug and accept deities from other religions as probably one of the countless Ainur who worked along with Eru Illuvatar to create the world. Preferably the said Ainur are refered under mistaken names. They aren't completely vocal about this opinion, though. And it's used more as an excuse to reduce religious tensions.