Oh boy, mistakes, mistakes. No, Christianity was not born from Romans, it was born from Judaism and peoples under the Roman Empire (not all of whom were Roman) adopted Christianity. not to mention that the first Christian states were Armenia and Georgia, not the Roman Empire. Most Muslims are not Arabs, most definitely, I think you're doing yourself a great disservice by ignoring all of North Africa and the former Persian Empire, as well as parts of India, Central Asia and Anatolia.
Of course they didn't call it "Slavic", they just called them "the gods" or "the faith", because it was the only faith they knew. While religion certainly had a place in pagan society it was not branded as anything special other than "our beliefs", with all else likely just being marked as "not our beliefs". And what are you going to do, arbitrarily translate that term into random languages?