I'll copy-paste what I said in the this
recent thread which share several topics with your own.
Organized religion and complex social-political institutions works on par there : either they devellop together, either the latter allow the former to really blossom.
Traditional religion is a set of uncodified beliefs and rites, making a more or less coherent ensemble that tends to change from locality to locality, being particularily porous to strong outer influence. Priestly groups can be present (or unknown, such as in Germanic religions), but are rather a social group, class or sub-class.
On the other hand, an organized religion implies a dogmatic, codified set of beliefs and rites which tend to be universal, imposed trough a clearly identified hierarchy and institution, set apart from secular ones.
It more or less get down to the question of how societies are organized, and how they are influenced. The relatively diverse vedic religions eventually get organised this way; as well as the Chinese beliefs, as well to expand.
For the context you give there, we have to consider two things : the
relative low structural development of Germanic and Baltic chiefdoms, and the relative high structural development of late imperial and post-imperial Romania. Trough sheer cultural, social and state strength, what happened IOTL was the result of an unbalanced situation, which imposed itself on Germanic, Slavic and Baltic cultures (with different weight and times, of course).
Régis Boyer's
Le Christ des Barbares is really spot on there : Scandinavian and Baltic societies were confronted with a develloped social/cultural model that they not only couldn't ignore, but that had enough prestige and promises of structuration and developement of early states that it couldn't not be attractive to at least a large part of their societies which couldn't be not be open culturally.
So, in order to allow the development of organized religions in Barbaricum, you need to weaken the religious (and possibly institutional overall) structures in Late Antiquity/Early Middle-Ages Romania.
Eventually, one of the best chance to obtain sort of European syncretic organized religion
would be a PoD set in the IIIrd century.
Maybe from another military civil war between some imperial wannabees candidates in the latter part of IIIrd century crisis, but eventually one with more skills and more brains would emerge : you'd be "restricted" with doing as far damages you can deal before that happens.
Frankly, you could just pick among early Aurelian's reign usurpers. You don't even need that the "official" emperor fails in battle : Gallienus was skilled, and it didn't prevented several rebellions or secession.
Eventually, you'd end with a more or less stable situation, with more or less autonomous if not independent regions (although less ruled by usurpers, that having leaders de facto acknowledging imperial Roman rule, but acting on their own. That said, you could have some usurpers, as Gaul's*, formally acknowledging some sort of "suzerainty").
Something we could call a "ducal" system (reference to the Dux Oriens title that Palmyrenians had, more or less vice-emperor or co-emperor) with Dux Hispaniae, Dux Occidens, Dux Brittaniae etc. on a military-based command.
While organised, the Barbarian peoples weren't as strong they became IOTL trough a process of structuration (with Roman support, conscious or not). I'd rather think about a more gradual Barbarian presence, as auxiliaries/laeti/foederati, than a general takeover at least in a first time, Barbarians possibly turning into patricians,
à la Odoacer, eventually ruling over a given region in the name of the duke and/or emperor.
The important point would be these Barbarian peoples, while Romanised, would advance in a period where Romanisation and Christianisation are two different features.
I could see Christianity having fair chances, ITTL, with eastern "duchies", as it was relatively well present there (and fairly absent elsewhere, except important towns). It could make things easier for Christianity at first, with one duchy with pro-Christian (or Christian) policies serving as harbor and base; but could make a religious/political reaction more likely in west.
You'd still have a sense of unity, although the economical/cultural continuum may be likely weakened, so I'd still see eastern cults scoring in the West, but more easily rivaled by western provincial practices. If cults as Mithra's still dominate among soldiers, it would be as IOTL : a "classist" cult without much hope to expand socially.
For what matters West, we may end with a more or less syncretic society (although with some gods having a more important weight, rather than lost into a big pantheon : Apollo, Mithra, Sol, Triple-headed God, maybe a regional practice supported by a duke**)