\crusader kings ii\common\religions\00_religions.txt lists all religions with their heresies.
For the lazy,
Christian: Catholic, Cathar, Fraticelli, Waldensian, Lollard, Orthodox, Bogomilist, Iconoclast, Monophysite, Nestorian
Muslim: Sunni, Zikri, Yazidi, Ibadi, Shiite, Bektashi, Druze, Hurufi
Pagan: Norse, Tengri, Baltic, Finnish
Zoroastrian: Zoroastrian
Which begs the question, what is necessary (beyond zero Catholic moral authority) to make Bogomilist, Iconoclast, Monophysite, and Nestorian heresy appear? I managed to grind the church down to zero authority, and I never saw those four anywhere.
edit: Those four are Orthodox heretics. "parent = orthodox"