I think it’s a good idea to look at existing games that deal with religion.
Final Fantasy X is probably the best that comes to mind. It’s actually very even-handed in how it approaches religion, even with the whole Corrupt Church trope in full-force (what else do you expect from a Final Fantasy title?) The general gist of it is, the protagonist from a place that’s more like the modern world gets ‘displaced’ to Spira, a world in the equivalent of the Middle Ages, which is more or less ruled by the Church of Yevon, who are technophobic due to the giant flying space-whale that wrecks everything periodically - the giant space-whale in their doctrine is a punishment for humanity’s hubris. The truth turns out to be different, but the role of faith is commented on in both the positive and negative ways.
Dragon Age: Inquisition, while in my opinion a bad game, also deals well with how people and faith interact. On the one hand, you have the Chantry, who aren’t quite pure, but also aren’t quite a corrupt church, either. You have the close interrelationship between the faith professed by the Chantry, and the fear of mages (“Magic exists to serve man!”) You have the Qunari, a ‘competing’ faith to the Chantry who provide an entirely different way of looking at Thedas. The gameplay sucks, but the story BioWare tells is worth paying attention to.
Long story short - my only suggestions with religion are thus:
Suggestion #1 - It must be mostly made-up
Nothing irritates people more than insulting their beliefs. So, don’t - in your examination of religion, create an acceptable middle-ground, like the Chantry or Yevon. It will need to probably include some real-world inspiration - the Chantry, for example, has very obvious parallels to Roman Catholicism, but wildly differs in other areas. Be careful that this made-up religion doesn’t become a Strawman, though.
Suggestion #2 - Expose the pros and cons of a philosophy equally
We all have biases, but when dealing with religion, you’re already in hot water - fundamental beliefs are something one should never mess with lightly. To that end, it’s worth pointing out that a philosophy exists to understand or solve certain problems. Also, that it creates or exacerbates others.
Suggestion #3 - Let the player bring their own interpretation to the narrative
This one works not only due to my previous suggestions, but due to how religion and the human mind itself works. In Dragon Age, there’s a tenet that is nodded to multiple times: “The less the Maker does, the more he’s proven.” Religion, historically speaking, is very much a human construct, to impose order on a chaotic world. What makes the stories of these two games work, even if the games themselves could be better, is that the player can decide for themselves what their relationship to that religion is, to a certain degree.
In Final Fantasy X, you will save the world and Yevon’s “technophobia” will be exposed for most of what it really is, while certain other characters will adopt more moderate mindsets…but the point remains that you’re saving the world in spite of the political apparatuses that exist in response to the religious situation. Along the way, the pro-Yevon party members bring up points about why their faith in the fayth is legitimate, and some of it is hard to argue with - technology, like religion, solves as many problems as it creates. My interpretation of that work, is that the religious questions between the Al Bhed and Yevon is never adequately resolved, on purpose - it doesn’t matter why, the point of a JRPG is to save the world, but also both viewpoints are at once valid and invalid.
In Dragon Age Inquisition, a Western RPG, you have much more narrative freedom, but the fact remains that even if you choose every apostate option available, the Inquisition is an agency devoted to rooting out evil…and your character seems to, if not be subject of divine intervention, sure seem to have unnaturally good luck. Is the Inquisitor actually chosen by The Maker? Is it all just a cruel fluke? Some of those questions do get answered…but not all of them. And, that’s the point. We can’t have all of the answers. Faith untempered by reason, or reason untempered by faith, isn’t adequate to handle the greatest challenges a person faces. We all believe in something, but when belief ignores reason, it’s easy for faith to be twisted into something more sinister. When you reason without vision of a goal, it’s easy to stray from that goal.
TL;DR - Suggestion #3 is by far the hardest. It’s easy to say, “I believe in these tenets.” We all find it easier to say, “You should believe in these tenets.” It’s really hard to say, “Here are two sets of tenets. Think about them”, and walk away in a meaningful way.