no, not really, no they were not
Please, not this one again. Christian is not a scientifically definable concept. There are so many ways to disagree over who qualifies, I would only point out that there are groups - and not small ones - who hold that Catholics are not Christians. There's no point arguing one way or another. The Bogumils and Cathars certainly referred to themselves as Christians.
As to names for old religions, the name for them is religion. I have the distinct nonpleasure of reading Caesar at the moment (long story), and it is striking he refers to Gauls and Germans not as having *a* different religion, but as having different customs *regarding* religion. The worship according of Nehallenia, Elagabal, Dolichenos, Isis and Minerva were, to the ancients, not different religions, but different expressions of the phenomenon religion. There are words for people who *do* certain things (worship at certain temples, subject themselves to certain disciplines, aim for a certain goal), but not for people who *believe* a certain exclusive dogma. That concept is new, and in the Classical world the vocabulary for it develops in the 2nd and 3rd centuries based on political and philosophical usage (Christiani are followers of Christ by the same suffixation as Caesariani are followers of Julius Caesar).
A world that has words for different religions will not long have ancient religion. As we see in modern neopaganism and to an extent even in Hinduism and Shinto, the changes triggered by this paradigm shift tend to be massive. It is perfectly normal today to be 'a Wiccan and not an Asatruarmenn', but to the ancient practitioners of Celtic, Roman and Germanic religion, this statement would only have been a complicated way of saying 'a Gaul and not a German'.
BTW, the AFAIK only term for historical European paganism that was not coined by opposing forces is 'Asatruar', and it was created to distinguish themselves from Christians. Asatru is one of the few religious traditions in Europe that in fact does have an unbroken line of tradition to pre-Christian times.