How about Norse?

[ I can't speak for Asatru, as I don't know the details upon whether this is anachronistic. ] I mean, does that not get the overall point across better than calling Scandinavians anything else?
It's good enough as it is now; Norse for prereformed and Asatru for reformed. While asatru is an anachronistic term, if you ask a Scandinavian to define asatru they will most likely bring up the old beliefs, not the new age stuff. Despite being accurate, if translated most included religions have silly and/or new age sounding names anyway.
Meaning of Roman Catholicism: 'universal', e.g. the Roman universal church.
Meaning of Eastern Orthodoxy: 'correct/true belief', e.g. the true eastern church.
Meaning of Iconoclast Orthodoxy: 'image breaker', lit. ex. the true eastern image breaking church.
Meaning of Cathars: 'the pure ones', e.g. the pure church.
Meaning of Fraticellis: 'brethren', e.g. the cool story bro church.
Meaning of Monophysite Orthodoxy: 'single nature', e.g. the single nature oriental true church.
Meaning of Monothelite: 'doctrine of one will', e.g. the doctrine of one will church.
Meaning of Miaphysite Orthodoxy: 'single nature', e.g. the why are we a separate heresy from the monophysite church.
Meaning of Buddhism: 'the awakened one', e.g. awaken-ism.
Meaning of Sanātanī religion: 'eternal', e.g. the eternal religion.
Meaning of Jain religion: 'saint', e.g. the saint religion.
Meaning of Sunni Islam: 'custom/tradition', e.g. traditional Islam
Meaning of Shia Islam: 'follower (of Ali)', lit. ex. follower Islam
Meaning of Sufi Islam: 'purity' [disputed], e.g. pure Islam
Meaning of Kharijite Islam: 'those who went out', lit. ex. those who went out Islam
Meaning of Samaritan: 'Guardian/Watcher', e.g. Watchers of the Torah.
Meaning of Karaite: 'Reader', e.g. Readers of Tanakh.
These are wikitranslated names of most religions represented in the game so translations might be a little off, and there are other religions in the game but those are just boringly named after their respective founders. Having these in front of you, you can see how they're basically variations of the same name in different languages. I suppose we could invent native ahistorical names for reformed pagan religions by following the formula of the historical ones, but I suggest staying with the current names.
Old norse for some of the words:
Universal - Almenniligr
Religion - Trú
Belief - Átrunaðr
Customs - Siðr
True - Saðr/Sannr
Pure - Reinn
Brother -Bróðir
Holy, Sacred - Heilagr
Follower - Liði
Guard, Watch - Vorðr
Our - Várr
Will - Vili
Brethren - Brœðr
Break, Destroy - Brjóta