After the failure in my previous Ryukyu AAR, I thought it was impossible to switch religions and therefore impossible to survive. But, Gyathaar commented in the AAR and told this:
And it works. So, I'll try again. The strategy is following:
1. Capture an inland indochinese province, vassalize the owner
2. Lose Okinawa in a war
3. Go bankrupt, religion changes to hinduism (or whatever the province religion is)
4. Conquer and diploannex the vassal.
You should be able to give away the starting province in a war if you capture a 2nd province that is inland (no sea connection to the capital), or on another continent (that would be hard to do before being annexed though)
And it works. So, I'll try again. The strategy is following:
1. Capture an inland indochinese province, vassalize the owner
2. Lose Okinawa in a war
3. Go bankrupt, religion changes to hinduism (or whatever the province religion is)
4. Conquer and diploannex the vassal.