No Jesus. It's really that simple.
Years of Rice and Salt is basically this besides a very brief cameo.
And remember, no Christianity means no Islam. (or a analog to it develops if another apocalyptic rabi gains ascendance in Palestine.
Well there is Islam in Years of Rice and Salt, but that's cause the TL involves an apocalyptic scenario that kills all Christians during the Plague. So you could have it.
Personally I pref are TLs with a heavily modified Christianity early on. Raptor of Spain has done a great thing creating national Christian churches across Europe.
There's been a few Rome lives on TLs or pre-Christianity TLs that are OK but I don't think many have focused on the cultural religious aspects. Its been mostly political / conquest based TLs.
Also the biggest problem is that there is not much info about the emerging religions of the time that would have taken place. What would a Isis-cult Europe/Near East look like culturally. A Mithraist Mediterranean? What happens to Northern Europe and Central Asia? All very cool questions/scenarios but almost impossible to picture/answer.