I wanted to ask about this, but forgot too.
So what are the biggest faiths, and the sects within them?
How is Christianity holding up?
What is this Illyria Empire?
Strongest State?
How Muslim is Italy, and Spain at this point?
I was originally going to give some background info but I ended up writing about 3-4 pages worth of stuff.
In terms of faiths and sects it can be a bit hard to judge given that the lines between a lot of the religions can be blurred at times. The Saxons have developed an Imperial Cult centred around their King which serves as the institutional framework for their religion. They're also going to start codifying their holy texts over the coming century. Bohemia, which has strong political and cultural ties with Saxony at this point, is sort of following suit. The Rus' have been steadily institutionalising and reforming their pagan beliefs into a coherent state religion as they were initially doing IOTL before they converted to Christianity. Livonia is a melting pot of Baltic, Slavic, Finnish and Germanic cultures and religions which is going to result in the emergence of a pan-Baltic Paganism.
Jews are doing much better than IOTL. Bulgaria and Khazaria both converted to Judaism and the Radhnites basically have a monopoly over the northern silk road trade networks. When Christendom started to go into retreat Jewish persecution started to flare up which resulted in Jews spreading into England and Saxony. In Saxony the Jews were initially settled in the western border regions to bolster the region against Christian incursions. Over the years they have evolved into a warrior caste personally loyal to the Saxon King which gives them a certain degree of power and prestige they didn't have OTL. There are also a growing number of Saxons embracing Judaism, due to a mixture of intermarriage, curiosity, the social benefits that come from being a Judenkarl and, in the case of Christians, to escape persecution, although this is going to cause tensions later down the road, both between the Saxons and Jews as well as within the Jewish Community, given the nature of the Saxon Imperial cult. In England they have become an important part of the middle-classes serving as merchants and administrators. A few have even worked their way up into leading government positions (the first Earldoman appointed to administer Wales after it was annexed was Jewish for example). Judaism is a lot more open to proselytism than IOTL.
Christianity is in a bad shape at the moment. There are still plenty of them around but Christianity is much more fragmented at this point than IOTL, having experienced what amounts to both the Great Schism and the Reformation centuries earlier whilst they were losing ground to other faiths. Church authority is virtually non-existent, especially after Rome and Constantinople fell to infidels, and without the political power to enforce orthodoxy all manner of schisms, heresies and syncretisms run wild. At the turn of the millennium in particular there was an upsurge in, often violent, millenarian cults which led to widespread sectarianism and infighting followed by disillusionment when the world didn't end. Furthermore with Christendom in retreat many Christians are beginning to look at their Muslim, Jewish and Pagan conquerors and decide that if they can't beat them they might as well join them.
The Fatimids are Shia, as IOTL, and will serve as the main patron for Shia Islam whilst they are still around.
In terms of major powers Saxony, although no longer the sprawling Empire is a significant power as is Bohemia and Lechia (alt-Poland). Livland is a rising power with close relations with Sweden to counter Saxon and Lechian influence. The Bulgarian-Khazar alliance is sitting on top of some very lucrative trade routes and are pretty tough. The Ruman/Fatimid Caliphate is the strongest naval power by necessity. Britain is almost entirely unified by the Anglo-Danish and the Kingdom of Normandy is increasingly falling into their orbit. The Kingdom of Aquitaine is the last Christian power that actually matters and will soon absorb Lombardy and Frankia outright, however, they do have their own internal (religious sectarianism and tensions between the crown and subjects over centralisation) and external (heavily dependent on the Umayadds for trade) limitations that affect their ability to remain a significant power. The Qiniq Sultanate, whilst nominally recognising the authority of the Abbasids, are basically waiting for an excuse to storm Mecca and proclaim themselves Caliph. Given that the Rumans are eyeing up Egypt and Southern Greece and the Bulgarians and Khazars have ambitions towards the rest of Anatolia and the Promised Land they might get that chance sooner rather than later. The Rus' and Umayyads are generally in a good place although perhaps a little overstretched.
Illyria are Balkan Slavs (Serbs, Croats, Slovenes etc.) who ended up forming a state in the aftermath of the Magyar invasion of Europe and the disruptions that caused. Christianisation didn't hold and they remain pagan, although there is a significant Christian population. Out of all the non-Christian powers they are the most likely to convert to it on their own initiative, given the large Christian population and their Philohellenism, and its mostly because of how fragmented Christianity is at this point that they haven't.
Italy isn't that Islamised outside of Sicilly and the far south largely due to the presence of Christian powers in the north and delicate balance of power within the Ruman Caliphate which forces them to take a much more soft and tolerant approach to existing Christian institutions (there is still a Pope in Rome although his authority isn't recognised by many outside of the Caliphates borders). Spain is more Islamised than ITOL due to the Umayyads controlling more territory than IOTL and the aforementioned "if you can't beat them join them" thing.