Does the setting have anything in the way of "transcendental" religions or overarching non-theistic religions? If so, are there gods that are practitioners of them?

That’s a tricky question, because the base concept of “religion” doesn’t really line up between worlds. In our world, mortals tend to choose which god or gods they want to follow, if any, and adopt some principles of proper living from whatever paradigm they choose. In aurora, gods are more active hands-on players and have a tendency to intervene whether the mortal likes it or not.

There are plenty of people who don’t follow any particular gods, but still follow a paradigm or philosophy of How To Live Properly that more closely resembles some of our religions without being associated with any gods.

Gods don’t have religions of their own.