i personally don't feel the need for two different Persian traditions?! Mithraism and Zoroastrian?! I think one is enough... Mithraism shows up a bit later, after Alexander managed to mix the cultures in the area...

And the Hyperboreean should be split tho into branches... Thracian tradition (SE Europe), Nordic and German tradition (Odin and the gang) and Celtic tradition (Cernusus and his gang).

Shamanism contains animism...

So, quite good proposals.

BUT...
we can forget maybe in this case the 'historical accuracy' of religions and become creative...

We, for instance, can have 'followers of Dionysos rituals', or 'the warriors of Odin' and the 'priests of fire' and the 'adorers of the moon'. It would be fun, each nation to have the liberty inventing their beliefs, based on only a sketch of real-life religious references (Dionysos with wine and orgias, Odin the fighting and Ragnarok, Celts with the divination of forests, druids, bla bla, the Zoroastrian fire, etc.)

If the idea is found to have some appeal, I can try drawing few ideas. Just tell me whatcha think.