I think that we should change religions too. Catholic and Muslim religions for example, make no sense in an antique world.
We should have maybe:
Roman polytheism
Greek polytheism
Egypthian polyteism
Hyperboreean polyteism (Thracian, Dacian, Scythian, Northern Celtic & Germanic tribes, most north-eurasian pantheon except shamanism)
Mithraism
Zoroastrianism
Animism or Shamanism (nature linked paganism)

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.

Thanks.... we are searching for religions of this time.
Will help us a lot.

So... we are going to use real life antique religions or do we invent some?

real life..... I think there were enough religions to use them...

Then there are a few that must be used:

1. Shamanism (nature linked paganism) - should be the default religion of all "nations" (or "tribes" would suit better as a name since nations is a modern notion)
2. Roman polytheism
3. Greek polytheism
4. Egypthian polyteism
5. Zoroastrianism
6. Hyperboreean polyteism (Dacian,Thracian&Schytian polyteism)
7. Celto-Germanic Polyteism
8. Orphic-Dionysiac Mysteries

This will do the trick, I think.

With the single addition of the Norsk polytheism (Odin, Thor, Loki, blabla), I think the list of Zgrymy is excellent.

... changed....

Question: wouldn't it be an idea for each religion to give have a sort of bonus and a sort of penalty.

For example: Greek Polytheism (+1 Crop production / -1 to Stone Production)

Well, not necessarily those numbers, but you get the idea.

Correction:

Greek polytheism: +10 Wine
Celtic polytheism: +10 honey
Egyptian : +5Crop
Dakien: - 10 Wine (the story of burebista cutting down wine production )

The rest of raw materials are irrelevant to me... bleah