I think the new update removed the other religions, because I don't see it anymore.

You have to hire a priest and speak to them about your realms religion. He does off the option to choose an official religion, but not all of the religions listed as available. It could be similar to the availability of certain mercenary companies or choosing a culture for your realm. You may have to improve relations with the old gods / new gods in order to select their religion for your realm.

For instance, you can hire Ukandan mercenaries and choose it as your realm culture as well, once you reach a certain positive level of diplomatic relations with them.