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My proposal for the new states. It's two and I know that's lame but, honestly it's probably the most realistic. Smaller states are unlikely, so I try to avoid them. The one taking place of Northern California has a couple names open to it -- Colorado, Shasta, Nevada, etc. Any of these work. The state making up Utah could have multiple names, depending on who settles it. Assuming it is more Anglo-resided (and therefore using a butchering of Native names), it could go by Utah or Yuta. It could also be named after whoever discovers it.
On Mormons (and other religious groups), the existence of these depend on American society. To my understanding, the Second Great Awakening (which re-introduced American philosophy with theism, while also seeing the rise of new religious groups like Mormons and Shakers) was a culmination of multiple factors -- Pietism in Germany, Evangelicalism in England, etc. were on the rise in the same period as the SGA. The expansion and recognition of the American Frontier allowed churches to send missionaries out to smaller settlements out West, "reintroducing" these settlers to organized religion. However, the rise of a dead-on Mormonism is... hard to predict. It's generally unlikely, but not implausible.