OK, now I'm confused. In your original post, you said you didn't want to declare on Austria because they were part of a league. But they should only pull in the rest of the catholic league if you are in the protestant league - and you say you aren't. I think screenshots would be good to clarify the situation.
There are probably other ways around the issue - eg. declare on one of Austria's allies; see if joining the Catholic or Protestant league makes a difference to the war participants; etc. Standard EU4 alliance-breaking shenanigans.
Finally, in answer to your question: if the league war hasn't started yet then, yes, you can join a league. (Any nation with a capital in Europe can join either league.)
- If you want to become emperor as Orthodox Russia then you'll need to engineer the peace of westphalia (ie. >=25 years of league war without a decisive result).
- If you're allied to a large Protestant elector nation (that will likely become the emperor afterwards), and you want to keep them as a long-term powerful ally for some reason, you might support the Protestants. (The same would go for the Catholic emperor, but it sounds like you want his land in this run, so that's probably not a good idea.)
- Otherwise, it's usually better overall to stay out of it, let them weaken each other, and quietly annex some land on the periphery.