Several people have asked about religion for Macht witches as Sarah says 'Goddess' in Shattered Mirror. We've expanded the answer to include more species.
Many Nyeusi refrain from engaging in much in the way of organized religion. A lot of the older ones are jaded; they've often seen the gods they worshipped be forgotten. Also, some of them have masqueraded as gods, and after having done so, they're less likely to be faithful.
The Vida "religion" has, like much religion, fallen a bit by the wayside by modern day. The family dates back to a shamanistic/paganistic path, but then, the family does date back thirty thousand years. Who were your ancestors worshipping thirty thousand years ago?
The Vida teachings include certain spiritual beliefs, but they are mostly constrained to this world- how one should live, etc- instead of focused on the next world. Most Macht witches, if they are religious, follow some form of Paganism, but that might have something to do with the fact that any religion that has evolved from the Old Testament includes caveats like "thou shalt not suffer a witch to live," and that doesn't go over well with a family of witches. However, just as humans raised in a Catholic family don't always remain Catholic, Macht witches don't always hold to the religious teachings of their parents.
Among the younger- mortal- Nyeusi, religion is more common, but they tend to follow solitary paths. Few Nyeusi form close community ties with humans. It's too dangerous to be honest, but impossible to truly engage in a community while lying about one's nature. Young shapeshifters are the most likely to belong to a church (compared to witches and older shapeshifters); older shapeshifters tend to choose paths that rely more on their own communion with God/dess/es; and as said previously.
A few notable exceptions to the rule that older Nyeusi are not religious include Xeke Catene, his bloodbond Ash, and Alexander Weatere, all of whom hold strong religious beliefs.