Hi there, Descartes! You've asked me to point out anything that seems ahistorical to me, and I've browsed around a bit and found that the treatment of religion as introduced in DD 4 is rather problematic. It seems that you are not going to keep it that way in 2.0, but preaching about ancient religion is a bit of a pet peeve of mine, so here I go:
Giving a province some modifier based on the deity venerated there predominantly is alright, but the former treatment, where you hinted that if people venerating deity X from pantheon A conquer a province with people venerating deity Y from (the same) pantheon A, they are going to have trouble, is very problematic.
Ancient polytheistic religions, unlike the monotheistic systems we are familiar with, were totally inclusive. A Roman soldier adhering to the Roman pantheon would find himself frequently turning to Mars -- but not because he thought Mars somehow superior to the other Roman gods, but rather because in his walk of life -- soldiering -- he did often find himself in a position where Mars was the proper god to turn to. If the same soldier was wooing a woman, he wouldn't hesitate a second to sacrifice to Venus, and if he should stop soldiering to become a farmer, he'd most probably begin to venerate first and foremost Ceres, goddess of agriculture. In ancient polytheism, there was no religious rivalry between gods of the same pantheon, no more than there is rivalry between one Catholic saint and the other -- everybody's got his own sphere of influence, and one turns to the god (or saint) best equipped to help in the situation one is currently in.
There was in fact even little religious rivalry between the different pantheons, too. Lacking an organized theology, ancient people had different, highly personal ways of coping with the multitude of pantheons all around them, but more often than not, they totally acknowledged the existence of the other pantheons and the validity of the gods within them. The probably most common explanation were regional concerns -- the gods of one pantheon were thought to be interested mainly in one region or a certain people and to concentrate their attention upon them. If you were a Roman, it made sense to venerate Roman gods, because Roman gods were thought to be interested in Romans. What would not make sense, not even in the eyes of Romans, would have been to venerate Roman gods when you were for example an Egyptian -- in that case, you were better off venerating Egyptian gods. But even these distinctions could blur; when you were for instance a Roman merchant doing business in Egypt, it might be wise to sacrifice to the Egyptian patron god of merchants -- you were after all in Egypt, and here, the Egyptian gods were probably stronger than any others. Mercur, the Roman god of merchants, wouldn't mind you sacrificing to another god (unlike the god of the Israelites, ancient deities were not "jealous gods"), and once you were back in Italy, you'd once again sacrifice to him.
And none of this has anything to do with conversion -- a Latin term meaning at the time exclusively "to bodily change direction", without any spiritual meaning to it. Ancient people were pretty flexible about religion.
This rant is all about cautioning not to build religious tensions into the game. There certainly was none within one and the same pantheon, and there was very little of it in between different pantheons.
But once again, giving slight local modifiers because fo the deities venerated predominantly in a province is a nice touch adding colour without detracting in any grave way from historicity. Anyhow, if you want me to stop popping in with my advice now and then, when I've got time on my hands, please say so and I'll gladly shut up.